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Bickel and Rosenblatt test for GARCH models
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 이상열 | - |
dc.contributor.author | 정희웅 | - |
dc.date.accessioned | 2009-12-15T02:12:34Z | - |
dc.date.available | 2009-12-15T02:12:34Z | - |
dc.date.copyright | 2006. | - |
dc.date.issued | 2006 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000049115 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/20743 | - |
dc.description | Thesis(master`s)--서울대학교 대학원 :통계학과,2006. | en |
dc.format.extent | iii, 23 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | GARCH 모형 | en |
dc.subject | GARCH processes | en |
dc.subject | 가우시안 검정 | en |
dc.subject | Guasian test | en |
dc.subject | 적합성 검정 | en |
dc.subject | Goodness of fit test | en |
dc.subject | 핵평활 | en |
dc.subject | Kernel Smoothing | en |
dc.subject | 비모수적 밀도추정 | en |
dc.subject | Nonparametric density estimate | en |
dc.title | Bickel and Rosenblatt test for GARCH models | en |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Master | en |
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