Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 문종은 | - |
dc.creator | 문종은 | - |
dc.date.accessioned | 2016-08-25T04:08:47Z | - |
dc.date.available | 2016-08-25T04:08:47Z | - |
dc.date.issued | 1989 | - |
dc.identifier.other | OAK-000000014708 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/179322 | - |
dc.identifier.uri | http://dcollection.ewha.ac.kr/jsp/common/DcLoOrgPer.jsp?sItemId=000000014708 | - |
dc.description.abstract | 이 논문에서는, X_(n+1) = aX_(n)+e_(n+1)+be_(n)X_(n) (n>0)에 의해 생성되는 쌍1차 시계열과정 {x_(n)}을 마르코프 확률과정 {Z_(n)}과 잡음 {e_(n)}의 합으로 나타내고 {Z_(n)}에 대한 함수 중심극한정리가 성립함을 보인 후 {X_(n)}에 대하여 점근적 성질을 얻는다.;In this paper, we consider the discrete time, first-order bilinear processes {X_(n),n≥0} via Markovian representation. Denote X_(n)=Z(n-1)+e_(n), where {Z_(n),n≥0} is a Markov process. First, we find the functional central limit theorem for {Z_(n),n≥0} and then obtain an asymptotic property for {Z_(n),n≥0}. | - |
dc.description.tableofcontents | ABSTRACT = ⅰ CONTENTS = ⅱ INTRODUCTION = ⅲ Ⅰ. PRELIMINARIES = 1 Ⅱ. FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY ERGODIC MARKOV PROCESS {Z_(n),n≥0} = 3 Ⅲ. AN ASYMPTOTIC PROPERTY FOR {X_(n)} = 9 REFERENCES = 12 논문초록 = 14 | - |
dc.format | application/pdf | - |
dc.format.extent | 408999 bytes | - |
dc.language | kor | - |
dc.publisher | 이화여자대학교 대학원 | - |
dc.subject | asymptotic | - |
dc.subject | property | - |
dc.subject | first-order | - |
dc.subject | bilinear | - |
dc.title | On an asymptotic property for a first-order bilinear time series model | - |
dc.type | Master's Thesis | - |
dc.identifier.thesisdegree | Master | - |
dc.identifier.major | 대학원 수학과 | - |
dc.date.awarded | 1989. 8 | - |