EXTENSION TO THEORY OF TIME SERIES ANALYSIS

Abstract

Methods are developed for the analysis of vector-valued random processes (or multiple time series) and of processes with vector arguments, and for the analysis of small or moderate samples. Both spectral analysis and regression analysis are considered. Progress is reported on spectral analysis of vector-valued processes; analysis of processes with vector arguments; and the influence of finite sample size on the covariance matrices of the least square and Markov estimates in regression analysis. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 31, 1961
Accession Number
AD0266933

Entities

People

  • Murray Rosenblatt
  • Walter Freiberger

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Regression Analysis
  • Time Series Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.