The Generalized Variance of a Stationary Autoregressive Process

Abstract

For a stationary autoregressive process of order p and disturbance variance sigma squared the determinant of the covariance of T > or = consecutive random variables of the process is calculated.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1976
Accession Number
ADA033582

Entities

People

  • Raul Pedro Mentz
  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Confidence Limits
  • Covariance
  • Data Science
  • Equations
  • Information Science
  • Military Research
  • Polynomials
  • Probability
  • Random Variables
  • Stationary
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics