General Results, Time Series in M Dimensions.

Abstract

General results in the theory of time series in m dimensions are obtained, thus providing a broad view applicable to the various models. The interrelationships among the various types of moving average models, MA, and autoregressive models, AR, and the general ARMA autoregressive moving average models are stressed. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 25, 1980
Accession Number
ADA091578

Entities

People

  • Josef Schmee
  • Leo A. Aroian

Organizations

  • Union College

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Autocorrelation
  • Coefficients
  • Computing-Related Activities
  • Coordinate Systems
  • Correlation Techniques
  • Cross Correlation
  • Data Science
  • Delphi Method
  • Equations
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Military Research
  • New York
  • Power Spectra
  • Spectra

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.