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)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1985
Accession Number
ADA161375

Entities

People

  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Autocorrelation
  • Covariance
  • Data Science
  • Estimators
  • Information Science
  • Military Research
  • Multivariate Analysis
  • Normal Distribution
  • Polynomials
  • Scientists
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Time Series Analysis

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Statistical inference.