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postgraduate thesis: Statistical inference on some long memory volatility models

TitleStatistical inference on some long memory volatility models
Authors
Li, Muyi.李木易.
Advisors
Advisor(s):Li, WKYuen, KC
Issue Date2011
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Li, M. [李木易]. (2011). Statistical inference on some long memory volatility models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4648297
DegreeDoctor of Philosophy
SubjectTime-series analysis - Statistical methods.
Inference.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/141969
HKU Library Item IDb4648297

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.advisorYuen, KC-
dc.contributor.authorLi, Muyi.-
dc.contributor.author李木易.-
dc.date.issued2011-
dc.identifier.citationLi, M. [李木易]. (2011). Statistical inference on some long memory volatility models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4648297-
dc.identifier.urihttp://hdl.handle.net/10722/141969-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B46482970-
dc.subject.lcshTime-series analysis - Statistical methods.-
dc.subject.lcshInference.-
dc.titleStatistical inference on some long memory volatility models-
dc.typePG_Thesis-
dc.identifier.hkulb4648297-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4648297-
dc.date.hkucongregation2011-
dc.identifier.mmsid991032280919703414-

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