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postgraduate thesis: Mixture autoregression with heavy-tailed conditional distribution

TitleMixture autoregression with heavy-tailed conditional distribution
Authors
Issue Date2003
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Kam, P. [甘寶玲]. (2003). Mixture autoregression with heavy-tailed conditional distribution. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b2961492
DegreeMaster of Philosophy
SubjectAutoregression (Statistics)
Time-series analysis.
Gaussian processes.
Distribution (Probability theory)
Finance - Statistical methods.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.authorKam, Po-ling.-
dc.contributor.author甘寶玲.-
dc.date.issued2003-
dc.identifier.citationKam, P. [甘寶玲]. (2003). Mixture autoregression with heavy-tailed conditional distribution. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b2961492-
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.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B29614922-
dc.subject.lcshAutoregression (Statistics)-
dc.subject.lcshTime-series analysis.-
dc.subject.lcshGaussian processes.-
dc.subject.lcshDistribution (Probability theory)-
dc.subject.lcshFinance - Statistical methods.-
dc.titleMixture autoregression with heavy-tailed conditional distribution-
dc.typePG_Thesis-
dc.identifier.hkulb2961492-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.description.naturetoc-
dc.identifier.doi10.5353/th_b2961492-
dc.date.hkucongregation2004-

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