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Time Domain Analysis

  • Ronald Christensen
Part of the Springer Texts in Statistics book series (STS)

Abstract

In the frequency domain discussed in the previous chapter, a spectral approximation is used for an arbitrary second-order stationary time series..., y -1 , y 0, y 1,... In the traditional approach, the variance components in the spectral approximation will be nonzero, thus there is little chance of developing a parsimonious model. (The model with measurement error is more promising in this regard.)

Keywords

Covariance Function ARIMA Model Time Domain Analysis Prediction Variance Conditional Maximum Likelihood 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1991

Authors and Affiliations

  • Ronald Christensen
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of New MexicoAlbuquerqueUSA

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