Limiting distributions of maximum probability estimators of nonstationary autoregressive processes.

Description

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

Links & Downloads

1. cuhk:324033
2. http://library.cuhk.edu.hk/record=b5891135
3. http://repository.lib.cuhk.edu.hk/en/item/cuhk-324033

Tags

Estimation theory

Autoregression (Statistics)

Additional Fields

Identifer	oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324033
Date	January 2002
Contributors	Chau, Ka Pik., 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, vii, 40 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/)