Accession Number : ADA117073

Title :   Time Series Model Identification, Spectral Estimation, and Functional Inference.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Parzen,Emanuel

PDF Url : ADA117073

Report Date : Jun 1982

Pagination or Media Count : 36

Abstract : This survey talk seeks to emphasize the following ideas: Functional inference formulation of parameter estimation; Parameter estimation and information theory; Information divergence of spectral density functions; Model identification, prediction theory, and memory; ARMA model identification for short memory time series; Model identification of long memory time series; the array of spectral estimators; and Quantile approach to non-Gaussian time series analysis.

Descriptors :   *Time series analysis, *Spectrum analysis, *Statistical inference, Statistical functions, Mathematical models, Identification, Arrays, Parameters, Estimates, Information theory, Methodology, Gaussian quadrature, Mathematical prediction, Probability density functions, White noise

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE