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dc.contributor.author신혜경-
dc.creator신혜경-
dc.date.accessioned2016-08-26T12:08:50Z-
dc.date.available2016-08-26T12:08:50Z-
dc.date.issued2002-
dc.identifier.otherOAK-000000071605-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/191027-
dc.identifier.urihttp://dcollection.ewha.ac.kr/jsp/common/DcLoOrgPer.jsp?sItemId=000000071605-
dc.description.abstract본 논문에서는 비선형 시계열 모형 중 하나인 차수 p(p≥1)인 momentum threshold AR (MTAR) 모형의 정상성을 만족하는 충분조건을 찾고 증명한 것과 기하학적 에르고딕성과 s차 moment 의 존재성에 대하여 충분조건을 찾았다.;In this paper, we consider the momentum threshold autoregressive process with order p (MTAR(p)). We can find a sufficient condition for strict stationarity of the process and show the property of geometric ergodicity of the process under some mild additional assumption. Given region for stationarity of MTAR(p) model is similar to that of TAR(p) model given by Chan and Tong (1985). We find also a sufficient condition for the existence of th moments(s≥1) of the process with respect to the stationary distribution.-
dc.description.tableofcontents논문개요 ABSTRACT CHAPTERS 1. Introduction = 1 2. Definitions and Some relevant Markov chain theories = 3 3. Main results = 9 4. Discussion = 20 REFERENCES = 21 국문초록 감사의 글-
dc.formatapplication/pdf-
dc.format.extent287426 bytes-
dc.languageeng-
dc.publisher이화여자대학교 대학원-
dc.titleSufficient conditions for strict stationarity of MTAR(P) process-
dc.typeMaster's Thesis-
dc.format.page24 p.-
dc.identifier.thesisdegreeMaster-
dc.identifier.major대학원 통계학과-
dc.date.awarded2002. 2-
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