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Test for independence and causality in time series models : 시계열 모형에서 독립성 및 인과성 검정
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 이상열 | - |
dc.contributor.author | 김은희 | - |
dc.date.accessioned | 2009-12-15T08:52:26Z | - |
dc.date.available | 2009-12-15T08:52:26Z | - |
dc.date.copyright | 2003. | - |
dc.date.issued | 2003 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059728 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/20964 | - |
dc.description | Thesis (doctoral)--서울대학교 대학원 :통계학과,2003. | en |
dc.format.extent | v, 85 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 독립성 검정 | en |
dc.subject | Independence test | en |
dc.subject | 무한 차수 자기회귀 모형 | en |
dc.subject | Infinite order autoregressive processes | en |
dc.subject | Cramer-von Mises 통계량 | en |
dc.subject | The cramer-von mises test | en |
dc.subject | 잔차의 경험적 분포함수 | en |
dc.subject | Residual empirical process | en |
dc.subject | Granger 인과성 | en |
dc.subject | Weak onvergence | en |
dc.subject | 혼합 정규분포 | en |
dc.subject | Granger causality | en |
dc.subject | 정상 시계열 | en |
dc.subject | Normal mixture distribution | en |
dc.subject | 꼬리가 두터운 모형 | en |
dc.subject | Stationary time series model | en |
dc.subject | Heavy-tailed distribution. | en |
dc.title | Test for independence and causality in time series models | en |
dc.title.alternative | 시계열 모형에서 독립성 및 인과성 검정 | en |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Doctor | en |
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