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Test of variance change in a long-memory process : 장기기억과정에서의 분산변화검정
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- Authors
- Advisor
- 조신섭
- Issue Date
- 2001
- Publisher
- 서울대학교 대학원
- Keywords
- long-memory process ; 장기기억과정 ; short-memory process ; 단기기억과정 ; strong reduction theorem ; 강한 축소 정리 ; chang-point ; 분산변화점 ; cusum of squares ; 누적제곱합
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2001.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000063284
https://hdl.handle.net/10371/36946
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