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(The)Diagnostic test in unstable autoregressive models : 단위근을 갖는 비정상 자기회귀 모형에서의 모형진단 검정
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- Authors
- Advisor
- 이상열
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 진단검정법 ; Diagnostic test ; 모형진단 ; model checking ; Ljung-Box 검정법 ; Ljung and Boxtest ; 단위근을 갖는 비정상 자기회귀모형 ; unstable autoregressive model ; 제곱된 잔차 ; squared residuals ; 극한분포 ; limiting distribution
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000049920
https://hdl.handle.net/10371/20700
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