Date of Award

5-2009

Document Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

Legacy Department

Mathematical Science

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.

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