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단위근을 갖는 AR-ARCH 모형에서의 변화점 검정 : Test for Change Point in AR(1) Models with ARCH Errors
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- Authors
- Advisor
- 이상열
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- Change Point ; AR(1)-ARCH ; AR(1) Models with ARCH Errors ; Residual cusum test ; Brownian bridge
- Description
- Thesis(master`s)--서울대학교 대학원 :통계학과,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052685
https://hdl.handle.net/10371/20770
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