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    題名: 非高斯過程時間序列選模之研究
    作者: 林秀紅
    LIN, XIU-HONG
    貢獻者: 鄭天澤
    林秀紅
    LIN, XIU-HONG
    日期: 1992
    1991
    上傳時間: 2016-05-02 15:17:09 (UTC+8)
    參考文獻: Akaike, H. (1974), "A New Look at the Statisitcal Model Identification", IEEE Transactions on Automatic Control, 19, 716-723.
    Box, G. E. P., and Jenkins, G. M. (1976), Time Series Analysis: Forecasting and Control, 2nd ed, San Francisco, Holden-Day.
    Box, G. E. P., and Pierce, D. A. (1970), "Distribution of Residual Autocorrelations in Autoregressive-Intergrated Moving Average Time Series Models," Journal of the Amercian Statistical Association, 65, 1509-1526.
    Hannan, E. J. (1980), "The Estimation of the Order of an ARMA Process," The Annals of Statistics, 8, 1071-1081.
    Hurvich, C. M., and Shumway, R., and Tsai, C. L. (1990), " Improved Estimation of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples," Biometrika, 77, 709-719.
    Hurvich, C. M., and Tsai, C. L. (1989), "Regression and Time Series Model Selection in Small Samples," Biometrika, 76, 297-307.
    Hurvich, C. M., and Tsai, C. L. (1991), "Bias of the Corrected Ale Criterion for Underfitted Regression and Time Series Models," Biometrika, 79, 499-509.
    Gooijer, J. G. D., and Abraham, B., and Gould, and Roubinson, L. (1985), "Methods for Determining the Order of Autoregressive Moving Average Process: A Survey," International Statistics Review, 53, 301-329.
    Koreisha, S., and Pukkila, T. (1990a), "A Generalized Least-Squares Approach for Estimation of Autoregressive Moving-Average Models," Journal of Time Series Analysis, 11, 139- 151.
    Koreisha, S., and Pukkila, T. (1990b), "Linear Methods for Estimating ARMA and Regression Models with Serial Correlation," Communication in Statistical Simulation, 19(1), 71-102.
    Li, W. K., and McLeod, A. I. (1988), "ARMA Modelling with Non Gaussian Innovations," Journal of Time Series Analysis, 9, 155-167.
    O`Donovan, T. M. (1983), Short Tenn Forecasting: An Introduction to the Box-Jenkins Approach, New York, Wiley.
    Pukkila, T., and Koreisha, S., and Kallinen, A. (1990), "The identification of ARMA Models,"Biometrika, 77, 537-548.
    Pukkila, T. M., and Krishnaiah, P. R. (1988), "On the Use of Autoregressive Order Detennination Criteria in Univariate White Noise Tests," IEEE Transaction on Acoustics, Speech, and, Signal Processing, 36, 764-774.
    Schwarz, G. (1978), "Estimation the Dimension of A Model," The Annals of Statistics, 6, 461-464.
    描述: 碩士
    國立政治大學
    統計學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004644
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

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