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Test for independence and causality in time series models : 시계열 모형에서 독립성 및 인과성 검정
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- Authors
- Advisor
- 이상열
- Issue Date
- 2003
- Publisher
- 서울대학교 대학원
- Keywords
- 독립성 검정 ; Independence test ; 무한 차수 자기회귀 모형 ; Infinite order autoregressive processes ; Cramer-von Mises 통계량 ; The cramer-von mises test ; 잔차의 경험적 분포함수 ; Residual empirical process ; Granger 인과성 ; Weak onvergence ; 혼합 정규분포 ; Granger causality ; 정상 시계열 ; Normal mixture distribution ; 꼬리가 두터운 모형 ; Stationary time series model ; Heavy-tailed distribution.
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2003.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059728
https://hdl.handle.net/10371/20964
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