Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity
碩士 === 國立中央大學 === 統計研究所 === 87 ===
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ndltd-TW-087NCU003370022016-07-11T04:13:52Z http://ndltd.ncl.edu.tw/handle/82555988978785795016 Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity 條件不均勻性臨界分數整合自迴歸時間序列模型之貝氏分析 Huey-Wen Chen 陳慧雯 碩士 國立中央大學 統計研究所 87 Shu-Ing Liu 劉淑鶯 1999 學位論文 ; thesis 0 zh-TW |
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zh-TW |
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Others
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碩士 === 國立中央大學 === 統計研究所 === 87 ===
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author2 |
Shu-Ing Liu |
author_facet |
Shu-Ing Liu Huey-Wen Chen 陳慧雯 |
author |
Huey-Wen Chen 陳慧雯 |
spellingShingle |
Huey-Wen Chen 陳慧雯 Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
author_sort |
Huey-Wen Chen |
title |
Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
title_short |
Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
title_full |
Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
title_fullStr |
Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
title_full_unstemmed |
Bayesian Analysis of Threshold Fractionally Integrated Autoregressive Time Series Models with Conditional Heteroscedasticity |
title_sort |
bayesian analysis of threshold fractionally integrated autoregressive time series models with conditional heteroscedasticity |
publishDate |
1999 |
url |
http://ndltd.ncl.edu.tw/handle/82555988978785795016 |
work_keys_str_mv |
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