Autoregressive Spectral Estimation and Functional Inference.

Abstract

Functions used to describe the probability distributions of time series (both Gaussian and non-Gaussian) are introduced. The concept of type of a time series is defined. Autoregressive spectral densities are defined. Order determining criteria are motivated. through the concept of model identification by estimating information. An approach to empirical spectral analysis is suggested. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1982
Accession Number
ADA117113

Entities

People

  • Emanuel Parzen

Organizations

  • Texas A&M University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Information Processing
  • Information Science
  • New York
  • Probability
  • Probability Distributions
  • Random Variables
  • Signal Processing
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Surveys
  • Time Series Analysis
  • Transfer Functions

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference