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단위근을 갖는 AR-ARCH 모형에서의 변화점 검정 : Test for Change Point in AR(1) Models with ARCH Errors
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 이상열 | - |
| dc.contributor.author | 남혜정 | - |
| dc.date.accessioned | 2009-12-15T04:00:53Z | - |
| dc.date.available | 2009-12-15T04:00:53Z | - |
| dc.date.copyright | 2005. | - |
| dc.date.issued | 2005 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052685 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20770 | - |
| dc.description | Thesis(master`s)--서울대학교 대학원 :통계학과,2005. | en |
| dc.format.extent | 22 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | Change Point | en |
| dc.subject | AR(1)-ARCH | en |
| dc.subject | AR(1) Models with ARCH Errors | en |
| dc.subject | Residual cusum test | en |
| dc.subject | Brownian bridge | en |
| dc.title | 단위근을 갖는 AR-ARCH 모형에서의 변화점 검정 | en |
| dc.title.alternative | Test for Change Point in AR(1) Models with ARCH Errors | en |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | en |
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