Some Graphical Considerations in Time Series Analysis.

Abstract

The pictorial information in a stationary time series as depicted by crossings of levels and crossings of random levels and related quantities is studied. It is shown that such graphical features are directly connected with the covariance function and hence with the spectral density. Many of these features can be actually applied in estimation and in the study of extremes. In the Gaussian case, the finite dimensional distributions are completely determined by the axis crossings and by the crossings of a random curve (to be defined) if the process is essentially bounded. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1980
Accession Number
ADA088246

Entities

People

  • Benjamin Kedem

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Covariance
  • Crossings
  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Information Science
  • Maryland
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Random Variables
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Time Series Analysis
  • Universities

Readers

  • Approximation Theory.
  • Theoretical Analysis.