Chen, Hok. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 69-71). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Review of benchmarking methods --- p.8 / Chapter 2.1 --- Regression method --- p.9 / Chapter 2.2 --- Signal extraction method with known autocovariance of signal --- p.11 / Chapter 2.3 --- Signal extraction method with unknown autocovariance of signal --- p.16 / Chapter 3 --- Survey error modelling for MA(1) model --- p.21 / Chapter 3.1 --- A method proposed by Chow and Lin --- p.21 / Chapter 3.2 --- An alternate method proposed by Chen and Wu --- p.28 / Chapter 3.2.1 --- Original sketch for estimating 0 using annual benchmarks --- p.28 / Chapter 3.2.2 --- Nonstationary assumption for η(t) --- p.30 / Chapter 3.2.3 --- Estimating ve*ε(k) from data --- p.34 / Chapter 3.2.4 --- Simulation results --- p.36 / Chapter 4 --- Simulation Studies on Benchmarking --- p.42 / Chapter 4.1 --- Simulation procedure --- p.42 / Chapter 4.2 --- Simulation results --- p.46 / Chapter 5 --- Conclusion --- p.66 / References --- p.68
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325967 |
| Date | January 2007 |
| Contributors | Chen, Hok., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 71 leaves ; 30 cm. |
| Rights | Use 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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