Model selection for vector autoregressive processes.
by May So-Ching Lam. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. === Includes bibliographical references (leaves 87-88). === Abstracts in English and Chinese. === Chapter Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- The importance of Vector Time Series Analysis --- p.1 =...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2000
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| Online Access: | http://library.cuhk.edu.hk/record=b5890377 http://repository.lib.cuhk.edu.hk/en/item/cuhk-323122 |