Some results in autoregressive modeling /
| Main Author: | |
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| Other Authors: | , , |
| Format: | Thesis Book |
| Language: | English |
| Published: |
1986.
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| Subjects: | |
| Online Access: | Link to ProQuest copy Link to OAKTrust copy ProQuest, Abstract |
MARC
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| 035 | |a (OCoLC)17980253 | ||
| 035 | |a (OCoLC)ocm17980253 | ||
| 040 | |a TXA |b eng |c TXA |d OCLCQ |d OCLCF |d OCLCQ |d UMI |d OCLCO |d TXA | ||
| 049 | |a TXAM | ||
| 099 | |a 1986 |a Disser- |a tation |a E62 | ||
| 100 | 1 | |a Ensor, Katherine Bennett, |d 1959- | |
| 245 | 1 | 0 | |a Some results in autoregressive modeling / |
| 264 | 1 | |c 1986. | |
| 300 | |a v, 93 leaves ; |c 29 cm | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a unmediated |b n |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 500 | |a "Major subject: Statistics." | ||
| 500 | |a Typescript (photocopy). | ||
| 500 | |a Vita. | ||
| 502 | |b Ph. D. |c Texas A & M University |d 1986 | ||
| 504 | |a Includes bibliographical references (leaves 85-86). | ||
| 520 | 3 | |a Least squares estimates are not as widely used as Yule-Walker estimates when modeling autoregressive processes mainly because there is a well-known algorithm, Levinson's Algorithm, which may be used to obtain the Yule-Walker estimates for orders 1, . . .,M recursively but there is not a well-known recursive algorithm for the least squares estimates. A recursive algorithm is presented to obtain the least squares estimates for orders 1,...,M. In addition to the recursive algorithm, the effect of estimating the order of the process on the estimation of the peak frequencies is examined. Both consistent and inconsistent order determining criteria are considered, where the inconsistent methods asymptotically overestimate the true order of the process. | |
| 650 | 0 | |a Autoregression (Statistics) | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 4 | |a Major statistics. | |
| 655 | 7 | |a Academic theses |2 lcgft | |
| 700 | 1 | |a Feldman, Ricahrd M., |e degree committee member | |
| 700 | 1 | |a Hart, Jeffrey D., |e degree committee member | |
| 700 | 1 | |a Longnecker, Michael T., |e degree committee member | |
| 700 | 1 | |a Newton, H. Joseph, |e degree supervisor. | |
| 710 | 2 | |a Texas A & M University, |e degree granting institution. | |
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