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Test for parameter constancy in time series models : 시계열 모형에서 모수 변화에 관한 검정

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dc.contributor.advisor이상열-
dc.contributor.author하정철-
dc.date.accessioned2010-01-18T08:16:59Z-
dc.date.available2010-01-18T08:16:59Z-
dc.date.copyright2002.-
dc.date.issued2002-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000060225eng
dc.identifier.urihttps://hdl.handle.net/10371/36935-
dc.descriptionThesis (doctoral)--서울대학교 대학원 :통계학과,2002.en
dc.format.extentv, 74 leavesen
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subjecttest for parameter changeen
dc.subject모수변화검정en
dc.subjectmartingale differenceen
dc.subject마팅게일 차en
dc.subjectfunctional CLTen
dc.subject함수적 중심극한정리en
dc.subjectRCA modelen
dc.subject랜덤계수 자귀회귀모형en
dc.subjectlinear processen
dc.subject선형모형en
dc.titleTest for parameter constancy in time series modelsen
dc.title.alternative시계열 모형에서 모수 변화에 관한 검정-
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeDoctoren
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