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postgraduate thesis: On some nonlinear time series models and the least absolute deviation estimation

TitleOn some nonlinear time series models and the least absolute deviation estimation
Authors
Advisors
Advisor(s):Li, WK
Issue Date2007
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Li, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239
DegreeDoctor of Philosophy
SubjectHeteroscedasticity.
Time series analysis.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/52749
HKU Library Item IDb3878239

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.authorLi, Guodong-
dc.contributor.author李國棟-
dc.date.issued2007-
dc.identifier.citationLi, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239-
dc.identifier.urihttp://hdl.handle.net/10722/52749-
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/B3878239X-
dc.subject.lcshHeteroscedasticity.-
dc.subject.lcshTime series analysis.-
dc.titleOn some nonlinear time series models and the least absolute deviation estimation-
dc.typePG_Thesis-
dc.identifier.hkulb3878239-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.identifier.doi10.5353/th_b3878239-
dc.date.hkucongregation2007-
dc.identifier.mmsid991019923679703414-

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