Accession Number : ADA117113

Title :   Autoregressive 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 : ADA117113

Report Date : Jun 1982

Pagination or Media Count : 15

Abstract : Functions used to describe the probability distributions of time series (both Gaussian and non-Gaussian) are introduced. The concept of type of a time series is defined. Autoregressive spectral densities are defined. Order determining criteria are motivated. through the concept of model identification by estimating information. An approach to empirical spectral analysis is suggested. (Author)

Descriptors :   *Time series analysis, *Probability distribution functions, Regression analysis, Estimates, Statistical processes, Gaussian noise, Spectrum analysis

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE