ON THE DISTRIBUTION OF SOME STATISTICS USEFUL IN THE ANALYSIS OF JOINTLY STATIONARY TIME SERIES.

Abstract

Contents: Circulant matrices; The joint distribution of circulant forms in jointly circulant normal random vectors; Asymptotic behavior of quadratic forms in stationary gaussian processes; Applications to hypothesis testing for stationary time series.

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1968
Accession Number
AD0670173

Entities

People

  • Grace Wahba

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Gaussian Processes
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Stationary
  • Statistical Analysis
  • Statistical Processes
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.