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Limiting distributions of maximum probability estimators of nonstationary autoregressive processes.

Chau Ka Pik. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 39-40). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Maximum Probability Estimator --- p.1 / Chapter 1.2 --- An Outline of the Thesis --- p.4 / Chapter 2 --- Asymptotic Distribution Theory --- p.7 / Chapter 3 --- Exponential Family Noise --- p.16 / Chapter 3.1 --- Stationary Case --- p.16 / Chapter 3.2 --- Nonstationary Case --- p.25 / Chapter 4 --- Conclusions --- p.37 / Bibliography --- p.39

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324033
Date January 2002
ContributorsChau, Ka Pik., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vii, 40 leaves ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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