Time Series in M Dimensions: Autoregressive Models.

Abstract

Spatially dependent autoregressive models in m dimensions are defined. The conditions for stationarity and invertibility are determined. The autocorrelation function and Yule-Walker equations are obtained for the general case.

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Document Details

Document Type
Technical Report
Publication Date
Jan 15, 1978
Accession Number
ADA054586

Entities

People

  • Leo A. Aroian
  • Vida S. Taneja

Organizations

  • Union College

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Correlation Techniques
  • Covariance
  • Data Science
  • Equations
  • Human Geography
  • Information Science
  • Power Spectra
  • Probability
  • Random Variables
  • Spectra
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.