The buffer process: a new type of threshold time series model


Grant Data
Project Title
The buffer process: a new type of threshold time series model
Principal Investigator
Professor Li, Wai Keung   (Principal investigator)
Co-Investigator(s)
Dr Yu Philip Leung Ho   (Co-Investigator)
Dr Li Guodong   (Co-Investigator)
Duration
42
Start Date
2012-01-01
Completion Date
2015-06-30
Amount
762720
Conference Title
Presentation Title
Keywords
Buffer process, Ergodicity & Stationarity, Estimation, Statistical Inference, Hypothese testing
Discipline
Probability & Statistics,Applied Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 703711P
Grant Type
General Research Fund (GRF)
Funding Year
2011/2012
Status
Completed