Date of Award
4-1988
Degree Type
Master's Essay - Restricted
Degree Name
Master of Science (MS)
Department
Mathematics, Statistics and Computer Science
First Advisor
Merrill J. Stephen
Abstract
A central feature in the development of the time series model is an assumption of some form of statistical equilibrium. A particular assumption of this kind (an unduly restrictive one) is that of stationarity. Usually a stationary time series can be usefully described by its mean, variance, and spectral density function. In this essay we consider the properties of these functions and, in particular, the properties of the auto correlation function which is used extensively in this essay that follows.
Recommended Citation
Nallathamby, Mahesan, "Time Series and Stochastic Processes" (1988). Master's Essays (1922 - ). 2369.
https://epublications.marquette.edu/essays/2369
Comments
AN ESSAY SUBMITTED IN PARTIAL FULFILLMENT OF THE REQUIREMENT FOR THE DEGREE OF MASTER OF SCIENCE IN MATHEMATICS, SCIENCE AND COMPUTER SCIENCE, Milwaukee, Wisconsin.