Mathematical Sciences: Joint Asymptotic Distribution of     Autoregressive Coefficient and Order Estimators
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Bernard McDonald', 'PO_EMAI': None, 'PO_PHON': None}
This project will explore the problem of jointly estimating                the order and the coefficients of an autoregressive process.                    Autoregressive processes serve as a good model for temporal data                with dependence on the past.  The order of the autoregressive                   process determines how far back this dependence reaches.  The                   standard estimation procedures for the coefficients assume that                 the order of the process is known.  New procedures need to be                   invented and studied if a joint estimation is sought.
{'FirstName': 'Katherine', 'LastName': 'Ensor', 'PI_MID_INIT': 'B', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Katherine B Ensor', 'EmailAddress': 'ensor@rice.edu', 'NSF_ID': '000356605', 'StartDate': '06/01/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'William Marsh Rice University', 'CityName': 'Houston', 'ZipCode': '770051827', 'PhoneNumber': '7133484820', 'StreetAddress': '6100 MAIN ST', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Texas', 'StateCode': 'TX', 'CONGRESSDISTRICT': '09', 'CONGRESS_DISTRICT_ORG': 'TX09', 'ORG_UEI_NUM': 'K51LECU1G8N3', 'ORG_LGL_BUS_NAME': 'WILLIAM MARSH RICE UNIVERSITY', 'ORG_PRNT_UEI_NUM': None}
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{'Code': '9120', 'Text': 'CROSS-DIRECTORATE PROGRAMS'}
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