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Cusum of squares test for scale change in time series models : 시계열모형에서 스케일 변화에 대한 누적 제곱합 검정
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 이상열 | - |
dc.contributor.author | 박시연 | - |
dc.date.accessioned | 2010-01-18T08:17:02Z | - |
dc.date.available | 2010-01-18T08:17:02Z | - |
dc.date.copyright | 2002. | - |
dc.date.issued | 2002 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000060224 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/36936 | - |
dc.description | Thesis (doctoral)--서울대학교 대학원 :통계학과,2002. | en |
dc.format.extent | vi, 78 leaves | en |
dc.language.iso | en | en |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | Cusum of squares test | en |
dc.subject | 누적 제곱합 검정 | en |
dc.subject | change point problem | en |
dc.subject | 변화점 탐지 | en |
dc.subject | infinite order moving average process | en |
dc.subject | 무한차수 자기회귀 모형 | en |
dc.subject | a Brownian Bridge | en |
dc.subject | 믹싱게일 중심극한정리 | en |
dc.subject | mixingale central limit theorem | en |
dc.title | Cusum of squares test for scale change in time series models | en |
dc.title.alternative | 시계열모형에서 스케일 변화에 대한 누적 제곱합 검정 | - |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Doctor | en |
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