Accession Number : AD0699194

Title :   ASYMPTOTIC PROPERTIES OF THE AUTOREGRESSIVE SPECTRAL ESTIMATOR.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Kromer,Ralph Eugene

Report Date : 15 DEC 1969

Pagination or Media Count : 196

Abstract : The thesis is concerned with the theory of autoregressive spectral estimators for the spectrum of a normal, stationary, zero-mean time series with a 'sufficiently smooth,' strictly positive and bounded spectral density. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, DECISION THEORY), REGRESSION ANALYSIS, STOCHASTIC PROCESSES, MEASURE THEORY, THEOREMS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE