This paper presents a solution to the joint time-varying time delay and parameter estimation of NARX (nonlinear autoregressive with exogenous inputs) processes, where only pure time delay in input signal is considered. A modified strong tracking filter (MSTF) is proposed, and is adopted as an adaptive estimation algorithm. Three kinds of specific NARX processes are considered. The first is also the simplest, the output signal is the input with time delay plus disturbance; The second one is a simple NARX process plus disturbance; The third NARX process even has unknown time-varying parameters. For each of the NARX processes, we set up a specific estimation model, with these models the proposed MSTF algorithm can be applied to the real-time time delay and parameter estimation of the above three NARX processes. Computer simulation results demonstrate the effectiveness of the proposed approach. Moreover the robustness of the proposed algorithm against some model:process parameter mismatches is also tested via computer simulations.