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