Time Series Model Identification, Spectral Estimation, and Functional Inference.

Abstract

This survey talk seeks to emphasize the following ideas: Functional inference formulation of parameter estimation; Parameter estimation and information theory; Information divergence of spectral density functions; Model identification, prediction theory, and memory; ARMA model identification for short memory time series; Model identification of long memory time series; the array of spectral estimators; and Quantile approach to non-Gaussian time series analysis.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1982
Accession Number
ADA117073

Entities

People

  • Emanuel Parzen

Organizations

  • Texas A&M University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Data Analysis
  • Data Mining
  • Data Science
  • Distribution Functions
  • Information Processing
  • Information Science
  • Information Theory
  • New York
  • Probability
  • Random Variables
  • Signal Processing
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Surveys
  • Time Series Analysis
  • White Noise

Readers

  • Statistical inference.
  • Systems Analysis and Design

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference