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Lujng-box test for unit root ar-arch model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 이상열 | - |
| dc.contributor.author | 전영숙 | - |
| dc.date.accessioned | 2009-12-15T04:17:18Z | - |
| dc.date.available | 2009-12-15T04:17:18Z | - |
| dc.date.copyright | 2004. | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000053835 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20787 | - |
| dc.description | Thesis (master`s)--서울대학교 대학원 :통계학과,2004. | en |
| dc.format.extent | 25 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | AR(1)-ARCH 모형 | en |
| dc.subject | Ar(1)-arch model | en |
| dc.subject | 카이스퀘어 분포 | en |
| dc.subject | Chi-square distribution | en |
| dc.subject | 극한 분포 | en |
| dc.subject | Limiting distribution | en |
| dc.subject | Ljung-Box 검정 | en |
| dc.subject | Ljung-box test | en |
| dc.subject | 단위근 | en |
| dc.subject | Unit root | en |
| dc.title | Lujng-box test for unit root ar-arch model | en |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | en |
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