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Algorithms in time series

McDougall, Andrew


The use of finitely parametrized linear models such as ARMA models in analysing time series data has been extensively studied and in recent years there has been an increasing emphasis on the development of fast regression—based algorithms for the problem of model identification. In this thesis we investigate the statistical properties of pseudo—linear regression algorithms in the context of off-line and online (real-time) identification. A review of these procedures is presented in Part...[Show more]

CollectionsOpen Access Theses
Date published: 1988
Type: Thesis (PhD)
DOI: 10.25911/5d70ecc764ced


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