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postgraduate thesis: Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series

TitleBayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series
Authors
Advisors
Advisor(s):Ng, KWLi, WK
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Liu, K. [廖家怡]. (2005). Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070616
DegreeMaster of Philosophy
SubjectBayesian statistical decision theory
Time-series analysis.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorNg, KW-
dc.contributor.advisorLi, WK-
dc.contributor.authorLiu, Ka-yee.-
dc.contributor.author廖家怡.-
dc.date.issued2005-
dc.identifier.citationLiu, K. [廖家怡]. (2005). Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070616-
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/B30706166-
dc.subject.lcshBayesian statistical decision theory-
dc.subject.lcshTime-series analysis.-
dc.titleBayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series-
dc.typePG_Thesis-
dc.identifier.hkulb3070616-
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_b3070616-
dc.date.hkucongregation2005-

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