Accession Number : AD0728993

Title :   On the Role of Inverse Autocorrelations.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Parzen,Emanuel

Report Date : 12 JUL 1971

Pagination or Media Count : 11

Abstract : The paper is a discussion of the paper 'The Inverse Autocorrelations of a Time Series and Their Applications' by William S. Cleveland, to be presented at the American Statistical Association annual meeting in August 1971 at Fort Collins, Colorado. The section headings are: (1) The time series problem, (2) The role of inverse autocorrelations, (3) Estimation of the inverse autocorrelations, (4) An equivalence between autoregressive and periodogram spectral estimation. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, MATHEMATICAL PREDICTION), CORRELATION TECHNIQUES, MATHEMATICAL MODELS, DISTRIBUTION THEORY, POWER SPECTRA

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE