Accession Number : AD0670173

Title :   ON THE DISTRIBUTION OF SOME STATISTICS USEFUL IN THE ANALYSIS OF JOINTLY STATIONARY TIME SERIES.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Wahba,Grace

Report Date : FEB 1968

Pagination or Media Count : 26

Abstract : Contents: Circulant matrices; The joint distribution of circulant forms in jointly circulant normal random vectors; Asymptotic behavior of quadratic forms in stationary gaussian processes; Applications to hypothesis testing for stationary time series.

Descriptors :   (*TIME SERIES ANALYSIS, STATISTICAL PROCESSES), SAMPLING, MATRICES(MATHEMATICS), STATISTICAL FUNCTIONS, MULTIVARIATE ANALYSIS, STOCHASTIC PROCESSES, RANDOM VARIABLES, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE