Accession Number : AD0748894

Title :   Research in Time Series Analysis.

Descriptive Note : Final rept. 1 Nov 68-31 Oct 70,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Parzen,Emanuel

Report Date : 24 JUL 1972

Pagination or Media Count : 6

Abstract : The report describes major themes of accomplishment which are: Methodology of statistical spectral analysis; RKHS (reproducing kernel Hilbert space) approaches to the structure of Gaussian processes and regression analysis with correlated errors; Estimation of, and distribution theory of, cross-spectral distribution functions; Estimation of simultaneous systems of equations; Estimation of cell probabilities, and theory of exchangeable probabilities.

Descriptors :   (*TIME SERIES ANALYSIS, REVIEWS), HILBERT SPACE, STATISTICAL PROCESSES, REGRESSION ANALYSIS, DISTRIBUTION THEORY, PROBABILITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE