EXTENSIONS TO THEORY OF TIME SERIES ANALYSIS.

Abstract

The rigorous mathematical foundations are presented for the construction of a generalized stochastic process, from basic probabilistic concepts, so as to allow incorporation of properties attributable to the presence of regimes.

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1966
Accession Number
AD0488197

Entities

People

  • Rolf Adenstedt
  • Walter Freiberger

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Construction
  • Mathematics
  • Stochastic Processes
  • Time Series Analysis

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Systems Analysis and Design