Change point estimation for threshold autoregressive (TAR) model.
時間序列之變點鬥檻模型是一種非線性的模型。此論文探討有關該模型之參數估計，同時對其參數估計作出統計分析。我們運用了遺傳式計算機運算來估計這些參數及對其作出研究。我們利用了MDL來對比不同的變點門檻模型，同時我們也利用了MDL來選取對應的變點門檻模型。 === This article considers the problem of modeling non-linear time series by using piece-wise TAR model. The numbers of change points, the numbers of thresholds and the corre...
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| Format: | Others |
| Language: | English Chinese |
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2012
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| Online Access: | http://library.cuhk.edu.hk/record=b5549066 http://repository.lib.cuhk.edu.hk/en/item/cuhk-328552 |