Covariance Analysis of Some Nonstationary Time Series.

Abstract

Some classes of nonstationary time series, of both continuous and discrete parameter, have been analyzed essentially based on their correlation structure. These classes include the important family, isolated by Kampe' de Feriet and Frenkiel and independently by Parzen, and some unstable series. The behavior of the trajectories have been studied in all these cases, which consider the difference schemes as well as the differential equation systems. Both the potential applications and new problems arising from this analysis have been pointed out throughout. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1976
Accession Number
ADA037482

Entities

People

  • M. M. Rao

Organizations

  • University of California, Riverside

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Computations
  • Consistency
  • Covariance
  • Difference Equations
  • Differential Equations
  • Equations
  • Estimators
  • Integrals
  • Probability
  • Random Variables
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Stochastic Processes
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Forest Ecology
  • Statistical inference.