On the Role of Inverse Autocorrelations.
Abstract
The paper is a discussion of the paper 'The Inverse Autocorrelations of a Time Series and Their Applications' by William S. Cleveland, to be presented at the American Statistical Association annual meeting in August 1971 at Fort Collins, Colorado. The section headings are: (1) The time series problem, (2) The role of inverse autocorrelations, (3) Estimation of the inverse autocorrelations, (4) An equivalence between autoregressive and periodogram spectral estimation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 12, 1971
- Accession Number
- AD0728993
Entities
People
- Emanuel Parzen
Organizations
- Stanford University