Accession Number : AD0812255
Title : EXTENSIONS TO THEORY OF TIME SERIES ANALYSIS.
Descriptive Note : Quarterly rept. no. 6, 1 Nov 66-31 Jan 67,
Corporate Author : BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS
Personal Author(s) : Adenstedt, Rolf K. ; Freiberger, Walter F.
Report Date : FEB 1967
Pagination or Media Count : 4
Abstract : A type of stochastic process, called a regime process, based upon the presence of intervals of statistical regularity, is defined and its properties are studied. Measurability of the process, its finite-dimensional distributions, stationarity, limiting behavior and ergodicity are considered. A detailed study is made of the case when the regime process is based on an underlying Markov chain, and a procedure for estimating the distribution of the underlying process is discussed. (Author)
Descriptors : (*TIME SERIES ANALYSIS, STOCHASTIC PROCESSES), THEORY, PROBABILITY, MEASURE THEORY, WEATHER FORECASTING, METEOROLOGICAL PHENOMENA.
Subject Categories : Meteorology
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE