Ho, Sin Yu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 49-52). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Autoregressive moving average time series --- p.1 / Chapter 1.2 --- Integrated stationary time series --- p.3 / Chapter 1.3 --- Some existing methods of identifying d --- p.4 / Chapter 1.4 --- Introduction to Cressie's --- p.6 / Chapter 1.5 --- Outline of thesis --- p.6 / Chapter 2 --- Variogram and Polyvariogram --- p.7 / Chapter 2.1 --- Introduction to variogram --- p.7 / Chapter 2.2 --- Polyvariogram of order b --- p.8 / Chapter 3 --- Testing Procedure --- p.10 / Chapter 3.1 --- Testing for an integrated white noise series --- p.10 / Chapter 3.2 --- Testing for an integrated ARM A series --- p.11 / Chapter 3.3 --- Testing for an integrated linear process --- p.12 / Chapter 4 --- Simulation Results --- p.14 / Chapter 4.1 --- Choice of series length n and r --- p.14 / Chapter 4.2 --- Integrated ARMA series --- p.21 / Chapter 4.3 --- Integrated linear process --- p.39 / Chapter 4.4 --- Comparisons with some methods in literatures --- p.43 / Chapter 4.5 --- An illustrative example --- p.45 / Chapter 5 --- Concluding Remark --- p.48 / Bibliography --- p.49
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327085 |
| Date | January 2011 |
| Contributors | Ho, Sin Yu., 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, viii, 52 leaves : ill. ; 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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