Final Report on Contract N00014-85-K-0648 (Indiana University)

Abstract

The study of robust procedures with special emphasis on rank based methods for a variety of problems connected with time series analysis was initiated. In this connection, a number of problems were satisfactorily solved, and a number of them remain to be solved; the goal has been to provide a unified optimal and robust based theory (of time series analysis) in a systematic and logically integrated form. A first step towards a systematic development of this subject was taken in two papers by the principal investigator along with Hallin and Ingenbleek where asymptotically locally optimal and maximum-optimal rank tests were derived for the problem of testing randomness against alternatives of ARMA dependence. Two classes of serial rank statistics were introduced for that purpose.

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Document Details

Document Type
Technical Report
Publication Date
Sep 30, 1990
Accession Number
ADA265889

Entities

Organizations

  • Indiana University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Asymptotic Normality
  • Data Mining
  • Data Science
  • Differential Equations
  • Information Science
  • Markov Processes
  • Multivariate Analysis
  • Order Statistics
  • Probability
  • Random Variables
  • Rank Order Statistics
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Surveys

Readers

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