Accession Number : ADA137086

Title :   Interim Report on Research Supported by Grant AFOSR-82-0187.

Descriptive Note : Rept. for 1 Jun 82-31 Mar 83,

Corporate Author : MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s) : Kedem,B ; Slud,E

PDF Url : ADA137086

Report Date : Jul 1983

Pagination or Media Count : 9

Abstract : This research focused on higher order crossings of time series and their application in spectral analysis, and on the various point processes obtained from stationary processes and their relations to reliability models. The higher order crossings theorem was extended to two dimensions, and the one-dimensional version was used to determine the connection between axis crossings and the frequency content of a stationary process. Considerable progress was made in calculating the asymptotic variance-covariance matrix for the vector of higher-order crossing counts, and time series analysis of highly nonlinear and chaotic stationary processes was carried out. The report summarizes progress in these areas. (Author)

Descriptors :   *Time series analysis, Crossings, Statistical processes, Stationary, Reliability, Spectrum analysis, Mathematical models

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE