Publications
Detailed Information
Three essays on the statistical analyses of time series models : 시계열 모형에서 통계적 분석에 관한 세 연구
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 조신섭
- Issue Date
- 2002
- Publisher
- 서울대학교 대학원
- Keywords
- Cauchy estimators ; 붓스트랩 ; bootstrap ; 장기기억성 ; long periodogram ; 비정상시계열 ; long memory ; 확률적 변동성 모형 ; stochastic volatility ; AR(1) 프로세스
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2002.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000060223
https://hdl.handle.net/10371/36937
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.