Analysis of the growth curve model with autoregressive dependence and conditional heteroscedasticity
碩士 === 國立中興大學 === 應用數學系所 === 94 === The growth curve model that the covariance matrix constructed with autoregressive (AR) dependence of degree 1 and autoregressive conditional heteroscedasiticity (ARCH) of degree 1 is studied in the thesis. The specification of the multivariate normal distribution...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/28826822244605770094 |