時間數列之拔靴模擬法研究
碩士 === 國立政治大學 === 統計學系 === 87 === In this thesis, the Bootstrap technique proposed by Efron in 1979 is applied to parameter estimation and forecasting of non-normal ARMA(p,q) time series models. A simulation study is conducted where artificial time series are generated from various ARMA structures w...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65586253082325167894 |