Bayesian Inference and Quantile Forecasting on the Multivariate Hysteretic Autoregressive Model
博士 === 逢甲大學 === 統計學系應用統計博士班 === 107 === In order to understand and predict sequential dependence of target time series, this study proposes a new class of multivariate hysteretic models to capture asymmetry and more complex dynamic behaviors in multivariate time series. The first part of my thesis p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g7uxf4 |