Time Series Analysis and Multivariate Statistical Analysis.
Abstract
The probability of an estimated moving average model being noninvertible was characterized. Generalizations of autocorrelation and partial autocorrelation coefficients are suggested for determining the orders of autoregressive moving average processes. Maximum likelihood estimators and likelihood ratio criteria were derived for a class of elliptically contoured distributions. Zonal polynomials were developed as characteristic vectors of a matrix of polynomials. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1985
- Accession Number
- ADA161375
Entities
People
- Theodore W. Anderson
Organizations
- Stanford University