Accession Number : AD0728990

Title :   Efficient Estimation of Stationary Time Series Mixed Schemes.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Parzen,Emanuel

Report Date : 14 MAY 1971

Pagination or Media Count : 12

Abstract : The purpose of this paper is (1) to present a new method of efficient estimation of the parameters of moving average and mixed scheme models for time series; (2) to compare the method to a new method recently introduced by Hannan (1969) and (3) to relate both methods to general ideas on stagewise estimation of parameters. In this short version of the paper, the new method is stated without proof. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, MATHEMATICAL PREDICTION), RANDOM VARIABLES, ANALYSIS OF VARIANCE, ALGORITHMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE