The time histories of stochastic ocean wave-related processes are simulated by means of computatlonally efficient parametric models The parametric models utdlzed here include the autoregresslve and moving averages (ARMA) algorithms for the simulation of wave height fluctuations, discrete convolution models for linear transformations of given time histories, discrete differentlatmn models for ob...

The M-regression estimator has recently been widely used to build spectral estimators in time series models. In this paper, we extend approach when the data follow a periodic autoregressive moving average process. We introduce an of parameters based on classical Whittle estimator. finite sample size performances proposed are analyzed under scenarios PARMA processes with and without additive out...

JAMES ROCHON. Inference from the Incomplete Longitudinal Design under an ARMA Cdvariance Structure (Under the direction of RONALD W. HELMS). A stochastic model is presented for the analysis of the longitudinal design, appropriate when some of the response variables are missing. The general linear model is used to relate these dependent variables to other variables which are thought to account f...