Accession Number : AD0755069

Title :   Asymptotic Properties of Dynamic Stochastic Parameter Estimates (II).

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Stigum,Bernt P.

Report Date : DEC 1972

Pagination or Media Count : 38

Abstract : Asymptotic properties of linear procedures for eliminating seasonal, cyclical, and trend components of time series generated by a dynamic stochastic process are determined. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, *STOCHASTIC PROCESSES), RANDOM VARIABLES, MEASURE THEORY, PERIODIC VARIATIONS, THEOREMS, ASYMPTOTIC SERIES, ECONOMICS, WEATHER FORECASTING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE