Statistical Analysis of Delay in Time Series

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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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Bibliographic Details
Main Author:	Ratchagit, Manlika
Format:	Thesis
Published:	Curtin University 2023
Online Access:	http://hdl.handle.net/20.500.11937/91414

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