Estimating Time Series Regression Using Integrated Likelihood Function

碩士 === 東海大學 === 統計學系 === 101 === The time series regression provides an explicit analysis, in which one time series (dependent variable) can be expressed linearly related to other time series variables (covariates), and often errors of the model are possibly correlated or simply white noises. The me...

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Bibliographic Details
Main Authors: Lin Zhe Jie, 林哲頡
Other Authors: Huang Yu Min
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/42050102018910577968

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