I have tick by tick data of two financial time series. I am trying to do online regression between the given two time series. But I am stuck due to asynchronic nature of given financial time series which causes my matrices in online regression to be singular. To deal with this, I am updating with the previous value. But this does not seem to help me much. So, how can I deal with the asynchronic nature of the given financial time series ? Any suggestion or any mathematical trick would be much appreciated.