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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90906


    Title: 自身迴歸模型最佳子集之選擇
    Authors: 吳佩芳
    Contributors: 黃登源
    吳佩芳
    Date: 1987
    Issue Date: 2016-05-04 17:12:34 (UTC+8)
    Reference: 參考資料
    1.Akaike , H., Fitting Autoregressive Models for Prediction, Ann. Inst. Math. , 21, 1969, pp.243-247.
    2. Akaike,H . , Statistical Predictor Indentification Ann. Inst. Stat. Math.,22,1970,pp. 203-217.
    3. Akaike,H., Markovian Representation of Stochastic Process and Its Application to the Analysis of Autoregressive- Moving Average Processes, Technical Report, No.41,Depart of Math., University of Manchester,1973.
    4. Bhansali,R. J., A Monte-Carlo Comparison of the Regression Method and the Spectral Methods of Prediction, J.A.S.A.,68,1973,pp.621-6 25.
    5. Box, G. E. P. and G. M. Jenkins, Time Series Analysis Forecasting and Control, Revised ed. , San Francisco: Holden-day, 1976.
    6. Cleveland, W.S . , The Inverse Autocorrelations of a Time Series and Their Applications, Technometrics, 14,1972, pp.277-298.
    7. Draper, N.R. and H. Smith, Applied Regression Analysis, 2nd. ed., New York: John Wiley & Sons, Inc .,1981.
    8. Garside, M.J., The Best Subset in Multiple Regression Analysis, Applied stat. Journ. of the Royal stat . Society, Series c., 14, 1965,pp. 196-200 .
    9. Gorman , J. W. and R .J. Toman, Selection of Variables for Fitting Equations to Data , Technometrics,8,Feb. 1966,pp. 27-51 .
    10.Hannan, E. J., Multiple Time Series, New York John Wiley & Sons, Inc, 1970.
    11. Hocking, R.R. and R.N. Leslie, Selection of the Best Subset in Regression Analysis, Technometrics, Vol.9. No.4, Nov. 1967, pp.531-540.
    12. McClave, J., Subset Autoregression, Technometrics , Vol.17, No.2, May 1975.
    13. Pagano, M., An Algorithm for Fitting Autoregressive Schemes, J. Roy. Stat. Soc. - C, 21, 1972, pp.274-28l.
    14. Parzen, E.,An Approach to Time Series Analysis ,Ann .Math. Stat., 32, 1961, pp.951-989.
    15. Quenouille, M. H., A Large Sample Test for Goodness of Fit of Autoregressire Schemes, J. Roy. Stat. Soc. - A, 110, 1947, pp.123-129.
    16. Vandaele, W. , Applied Time Series and Box-Jenkins Model, New York: Academic Press, Ine., 1983.
    17. Walker, A.M. , Some Properties of Asymptotic Power Functions of Goodness - of- fit Tests for Linear Antoregressive Schemes, J. Roy. Stat. Sos. - B, 14, 1952,:p:p.117-134.
    18. Whittle, P., The Statistical Analysis of a Seiche Record, J. Marine Res., 13, 1954, :p:p.76-100.
    19. Whittle, P., Prediction and Regulation, Princeton: D. Van Norstrand Co., 1963.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002006234
    Data Type: thesis
    Appears in Collections:[Department of Statistics] Theses

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