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Test for parameter constancy in time series models : 시계열 모형에서 모수 변화에 관한 검정
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- Authors
- Advisor
- 이상열
- Issue Date
- 2002
- Publisher
- 서울대학교 대학원
- Keywords
- test for parameter change ; 모수변화검정 ; martingale difference ; 마팅게일 차 ; functional CLT ; 함수적 중심극한정리 ; RCA model ; 랜덤계수 자귀회귀모형 ; linear process ; 선형모형
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2002.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000060225
https://hdl.handle.net/10371/36935
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