Testing equality of two ARMA models or two random coefficient autoregressive models
碩士 === 國立交通大學 === 統計學研究所 === 100 === This thesis addresses the issues of testing equality of two time series models. Testing procedures for testing the equality of two ARMA models or two random coefficient autoregressive (RCA) models are proposed. For testing the equality of two ARMA models, we bas...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51947925476234227029 |