Statistical Analysis of Delay in Time Series
This thesis focuses on delay in time series data. The first delay involves the m-delay autoregressive model. This approach considers only the first and the last previous observation of the traditional autoregressive model. Next, the delay is added to the stochastic differential equation for matching...
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| Format: | Thesis |
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Curtin University
2023
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| Online Access: | http://hdl.handle.net/20.500.11937/91414 |