O N THE E STIMATION OF N ON -S TATIONARY F UNCTIONAL S ERIES TARMA M ODELS † A.G. Poulimenos and S.D. Fassois S TOCHASTIC MECHANICAL S YSTEMS &AUTOMATION (SMSA) L ABORATORY D EPARTMENT OF MECHANICAL &A ERONAUTICAL E NGINEERING U NIVERSITY OF PATRAS GR-26500 PATRAS ,G REECE {poulimen,fassois}@mech.upatras.gr http://www.mech.upatras.gr/∼sms 13 th European Signal Processing Conference Antalya, Turkey, September 2005. † Research supported by the VolkswagenStiftung.