Accession Number : AD0744856

Title :   Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive Models.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Box,G. E. P. ; Jenkins,G. M.

Report Date : MAR 1972

Pagination or Media Count : 21

Abstract : A very useful class of stochastic models for the representation of time series such as occur in economics, business, and engineering are the integrated auto-regressive moving average processes. The paper provides a discussion of estimation of the auto-regressive parameters from the Bayesian viewpoint. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, CORRELATION TECHNIQUES), DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, POLYNOMIALS, MATRICES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE