English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109952/140887 (78%)
Visitors : 46330222      Online Users : 1495
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/89233
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89233


    Title: 非高斯過程時間序列選模之研究
    Authors: 林秀紅
    LIN, XIU-HONG
    Contributors: 鄭天澤
    林秀紅
    LIN, XIU-HONG
    Date: 1992
    1991
    Issue Date: 2016-05-02 15:17:09 (UTC+8)
    Reference: Akaike, H. (1974), "A New Look at the Statisitcal Model Identification", IEEE Transactions on Automatic Control, 19, 716-723.
    Box, G. E. P., and Jenkins, G. M. (1976), Time Series Analysis: Forecasting and Control, 2nd ed, San Francisco, Holden-Day.
    Box, G. E. P., and Pierce, D. A. (1970), "Distribution of Residual Autocorrelations in Autoregressive-Intergrated Moving Average Time Series Models," Journal of the Amercian Statistical Association, 65, 1509-1526.
    Hannan, E. J. (1980), "The Estimation of the Order of an ARMA Process," The Annals of Statistics, 8, 1071-1081.
    Hurvich, C. M., and Shumway, R., and Tsai, C. L. (1990), " Improved Estimation of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples," Biometrika, 77, 709-719.
    Hurvich, C. M., and Tsai, C. L. (1989), "Regression and Time Series Model Selection in Small Samples," Biometrika, 76, 297-307.
    Hurvich, C. M., and Tsai, C. L. (1991), "Bias of the Corrected Ale Criterion for Underfitted Regression and Time Series Models," Biometrika, 79, 499-509.
    Gooijer, J. G. D., and Abraham, B., and Gould, and Roubinson, L. (1985), "Methods for Determining the Order of Autoregressive Moving Average Process: A Survey," International Statistics Review, 53, 301-329.
    Koreisha, S., and Pukkila, T. (1990a), "A Generalized Least-Squares Approach for Estimation of Autoregressive Moving-Average Models," Journal of Time Series Analysis, 11, 139- 151.
    Koreisha, S., and Pukkila, T. (1990b), "Linear Methods for Estimating ARMA and Regression Models with Serial Correlation," Communication in Statistical Simulation, 19(1), 71-102.
    Li, W. K., and McLeod, A. I. (1988), "ARMA Modelling with Non Gaussian Innovations," Journal of Time Series Analysis, 9, 155-167.
    O`Donovan, T. M. (1983), Short Tenn Forecasting: An Introduction to the Box-Jenkins Approach, New York, Wiley.
    Pukkila, T., and Koreisha, S., and Kallinen, A. (1990), "The identification of ARMA Models,"Biometrika, 77, 537-548.
    Pukkila, T. M., and Krishnaiah, P. R. (1988), "On the Use of Autoregressive Order Detennination Criteria in Univariate White Noise Tests," IEEE Transaction on Acoustics, Speech, and, Signal Processing, 36, 764-774.
    Schwarz, G. (1978), "Estimation the Dimension of A Model," The Annals of Statistics, 6, 461-464.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004644
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2433View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback