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Test for independence and causality in time series models : 시계열 모형에서 독립성 및 인과성 검정

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dc.contributor.advisor이상열-
dc.contributor.author김은희-
dc.date.accessioned2009-12-15T08:52:26Z-
dc.date.available2009-12-15T08:52:26Z-
dc.date.copyright2003.-
dc.date.issued2003-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059728eng
dc.identifier.urihttps://hdl.handle.net/10371/20964-
dc.descriptionThesis (doctoral)--서울대학교 대학원 :통계학과,2003.en
dc.format.extentv, 85 leavesen
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subject독립성 검정en
dc.subjectIndependence testen
dc.subject무한 차수 자기회귀 모형en
dc.subjectInfinite order autoregressive processesen
dc.subjectCramer-von Mises 통계량en
dc.subjectThe cramer-von mises testen
dc.subject잔차의 경험적 분포함수en
dc.subjectResidual empirical processen
dc.subjectGranger 인과성en
dc.subjectWeak onvergenceen
dc.subject혼합 정규분포en
dc.subjectGranger causalityen
dc.subject정상 시계열en
dc.subjectNormal mixture distributionen
dc.subject꼬리가 두터운 모형en
dc.subjectStationary time series modelen
dc.subjectHeavy-tailed distribution.en
dc.titleTest for independence and causality in time series modelsen
dc.title.alternative시계열 모형에서 독립성 및 인과성 검정en
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeDoctoren
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