Date of Award
6-18-2014
Document Type
Thesis
Degree Name
Mathematics, MS
First Advisor
Ferebee Tunno
Committee Members
Debra Ingram; Hong Zhou
Call Number
LD 251 .A566t 2014 E46
Abstract
This thesis gives a comprehensive report of my research in time series analysis from fall 2010 to spring 2014. It is comprised of two main efforts: interval estimation for a first-order autoregressive parameter and new tests for discriminating between the autocovariance structures of stationary time series. Such problems are traditional in statistics, but three new theorems and several simulations are presented here that help elucidate new ways to handle them.
Rights Management
This work is licensed under a Creative Commons Attribution 4.0 International License.
Recommended Citation
Erwin, Ashton, "New Approaches to Parameter Estimation and Structural Discrimination for Stationary Time Series" (2014). Student Theses and Dissertations. 760.
https://arch.astate.edu/all-etd/760
