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 ===

Bibliographic Details
Main Authors: Huey-Wen Chen, 陳慧雯
Other Authors: Shu-Ing Liu
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/82555988978785795016
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spelling 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
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立中央大學 === 統計研究所 === 87 ===
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
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