Spectral Analysis, Estimation, and Prediction of Multiple Harmonizable Time Series
Abstract
The problems of moving average representations of weakly harmonizable processes, extending the corresponding results on stationary processes, is of interest both-theoretically and for applications. Completing some earlier work on the computational problems of conditional probabilities, some unresolved questions are highlighted with illustrations in another paper.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1990
- Accession Number
- ADA266758
Entities
People
- M. M. Rao
Organizations
- Sarnoff Corporation