The aim of this thesis is to investigate some preliminary identification techniq ues in time series Autoregressive Moving Average, ARMA, models. In particular, w e take a look at the sample auto- correlation estimate as the primary identifica tion quantit
Description:
Thesis (M.S.)--Dept. of Mathematics, AUB, 2005.;"Advisor: Dr. John Haddad, Associate Professor, Mathematics--Member of Committee: Dr. Bassam Shayya, Associate Professor, Mathematics--Member of Committee: Dr. Nabil Nassif, Professor, Mathematics"
