Date of Award
5-2009
Document Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
Legacy Department
Mathematical Science
Committee Chair/Advisor
Gallagher, Colin
Committee Member
Lund , Robert
Committee Member
Taylor , Robert
Committee Member
Kiessler , Peter
Abstract
This dissertation gives a comprehensive report of my doctoral research in time series analysis from summer 2006 to spring 2009. It is comprised of two main efforts: interval estimation for an autoregressive parameter and arc length tests for equivalent ARIMA dynamics. Such problems are traditional in statistics, but three new theorems and several simulations are presented here that help elucidate new ways to handle them.
Recommended Citation
Tunno, Ferebee, "Time Series Analysis: A New Look at Some Old Problems" (2009). All Dissertations. 384.
https://open.clemson.edu/all_dissertations/384