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postgraduate thesis: Mixture autoregression with heavy-tailed conditional distribution
| Title | Mixture autoregression with heavy-tailed conditional distribution |
|---|---|
| Authors | |
| Issue Date | 2003 |
| Publisher | The 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 |
| Degree | Master of Philosophy |
| Subject | Autoregression (Statistics) Time-series analysis. Gaussian processes. Distribution (Probability theory) Finance - Statistical methods. |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/30341 |
| HKU Library Item ID | b2961492 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kam, Po-ling. | - |
| dc.contributor.author | 甘寶玲. | - |
| dc.date.issued | 2003 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/30341 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B29614922 | - |
| dc.subject.lcsh | Autoregression (Statistics) | - |
| dc.subject.lcsh | Time-series analysis. | - |
| dc.subject.lcsh | Gaussian processes. | - |
| dc.subject.lcsh | Distribution (Probability theory) | - |
| dc.subject.lcsh | Finance - Statistical methods. | - |
| dc.title | Mixture autoregression with heavy-tailed conditional distribution | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b2961492 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
| dc.description.nature | published_or_final_version | - |
| dc.description.nature | abstract | - |
| dc.description.nature | toc | - |
| dc.identifier.doi | 10.5353/th_b2961492 | - |
| dc.date.hkucongregation | 2004 | - |
| dc.identifier.mmsid | 991009375409703414 | - |