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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/90910
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90910


    Title: 時間數列之秩串分析法的探討
    Authors: 楊貴顯
    Contributors: 張金裕
    楊貴顯
    Date: 1987
    Issue Date: 2016-05-04 17:12:43 (UTC+8)
    Reference: 參考文獻
    (1)張金裕:"臺灣地區銀行資金運轉隨機模型之研究",國立中興大學統計系,民國75年3月。
    (2)張金裕:"統計學",長樂書店。
    (3) F.N. DAVID : "?A^x?^2 smooth test for goodness of fit " , Biometrika 34, 1947.
    (4) Doob: "Stochastic processes" ,雙葉書局, 1971.
    (5) D.E. Barton & F.N. David: "Multiple runs", Biometrika 44, 1957.
    (6) Mood : " The distribution theory of runs " , Ann. Math. Stat. 11, 1940.
    (7) J .D. Gibbons : "Nonparametric statistical inference" , McGraw-Hill, 1971.
    (8) Wald. A. & Wolfowitz. J. : " On a test whether two samples are from the same population " , Ann. Math. Stat. 11, 1940.
    (9) Box & Jenkins : "Time series analysis forecasting and control " ,雙葉書局,增訂版。
    (10) G. Bateman : `"On the power function of the longest run as a test for randomness in a sequence of alternatives" , Biometrika 35.
    (11) L. Brieman : "` Probability " , Addison-Wesley, 1968.
    (12)張金裕: " 臺灣地區銀行資金運轉隨機模型之研究(II)",國立中興大學統計系,民國76年4月。
    (13)李庸三、陳上程: "臺灣金融發展之回顧與前瞻",中央研究院經濟研究所,民國73年12月。
    (14) Lehmann : "`Testing statistical Hypotheses " ,歐亞書局,民國76年6月。
    (15) Feller : "An introduction to probability theory and its applications" Vol I, 美亞書局,三版。
    (16)張金裕譯: "應用時間數列",Charles R. Nelson著,臺灣銀行經濟研究室編印,民國73年11月。
    (17)中華民國臺灣地區金融統計月報特輯,中央銀行經濟研究處,民國68年10月。
    (18) Leo. A. Goodman : "Simplified runs test and likelihood ratio tests for Markov chains " , Biometrika 45, 1958.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002006238
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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