scholarly journals On Limit Theorems for Quadratic Functions of Discrete Time Series

1972 ◽  
Vol 43 (6) ◽  
pp. 2058-2066 ◽  
Author(s):  
E. J. Hannan ◽  
C. C. Heyde
2019 ◽  
pp. 339-360
Author(s):  
A. Celletti ◽  
C. Froeschlé ◽  
I.V. Tetko ◽  
A.E.P. Villa

Author(s):  
Сергей Мартикович Агаян ◽  
Шамиль Рафекович Богоутдинов ◽  
Ольга Васильевна Иванченко ◽  
Дмитрий Альфредович Камаев

Структура дискретного временного ряда тесно связана со свойствами процесса, который он описывает. В рамках дискретного математического анализа имеется несколько подходов к анализу структуры дискретных рядов: геометрические меры, динамические коридоры и концепция тренда. Для дискретного временного ряда, заданного в общем случае на нерегулярной сетке, с характером тренда тесным образом связана регрессионная производная: области ее положительного (отрицательного) значения соответствуют возрастающим (убывающим) трендам, а границы между ними - экстремумам. В настоящей работе исследуются возможности применения методов дискретного математического анализа для разработки процедуры регистрации вступления волны цунами по оперативным данным измерения уровня моря. The research addresses the possibility of application of the methods of discrete mathematical analysis to develop a procedure for recording tsunami wave arrival on the base of the operational data for measuring sea level. As a basis for constructing a tsunami wave registration procedure, this research uses a schematization of the actions of the oceanographer on-duty during visual analysis of the sea level records. The task of automatic registration of a tsunami wave by sea level recording arises in various situations of information support of the oceanographer on duty. Requirements for the processing of sea level records depend on the situation. The structure of a discrete time series is closely related to the properties of the described process. As part of the discrete mathematical analysis, there are several approaches to the analysis of the structure of discrete series: geometric measures, dynamic corridors and the trend concept. For a discrete time series, given in the general case on an irregular grid, the regression derivative is closely related to the nature of the trend: the areas of its positive (negative) values correspond to the increasing (decreasing) trends, and the boundaries between them are extremes. The content of this research is a presentation of data processing techniques using regression derivatives, constructing data processing procedures based on derivatives, as well as a demonstration of their applicability to the problem of recording tsunami wave arrival according to the measuring of sea level.


1989 ◽  
Vol 26 (01) ◽  
pp. 189-195
Author(s):  
P. A. Blight

The superposition of independent, discrete, renewal processes produces a counting process which is also a discrete time series. The conditional distribution and correlation structure of this kind of time series may be obtained. In suitable conditions the conditional distribution has a spectrum which is exactly or approximately rational. When this is so, an ARMA can be found which matches the spectrum of the superposition.


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