Model Selection For Transformation Function Noise Models Using Resampling Methods

碩士 === 國立臺北大學 === 統計學系 === 91 === Transform Function is one topic of time series analysis. Up to the present day, we only have two methods to identify the Transform Function. One is Cross Correlation Function (CCF) which is proposed by Box & Jenkins (1976) and the other is Linear Transform Funct...

Full description

Bibliographic Details
Main Authors: Hong Jiun Yuan, 洪駿源
Other Authors: Lin, T. C.
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/92179180353299916165