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postgraduate thesis: On a double threshold autoregressive heteroskedastic time seriesmodel
| Title | On a double threshold autoregressive heteroskedastic time seriesmodel |
|---|---|
| Authors | |
| Issue Date | 1994 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Li, C. [李振華]. (1994). On a double threshold autoregressive heteroskedastic time series model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121165 |
| Degree | Master of Philosophy |
| Subject | Time-series analysis. Autoregression (Statistics) |
| Dept/Program | Statistics |
| Persistent Identifier | http://hdl.handle.net/10722/33191 |
| HKU Library Item ID | b3121165 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Li, Chun-wah. | - |
| dc.contributor.author | 李振華 | - |
| dc.date.issued | 1994 | - |
| dc.identifier.citation | Li, C. [李振華]. (1994). On a double threshold autoregressive heteroskedastic time series model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121165 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/33191 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B31211653 | - |
| dc.subject.lcsh | Time-series analysis. | - |
| dc.subject.lcsh | Autoregression (Statistics) | - |
| dc.title | On a double threshold autoregressive heteroskedastic time seriesmodel | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3121165 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b3121165 | - |
| dc.date.hkucongregation | 1994 | - |
| dc.identifier.mmsid | 991012200159703414 | - |