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postgraduate thesis: On tail behaviour and extremal values of some non-negative time seriesmodels

TitleOn tail behaviour and extremal values of some non-negative time seriesmodels
Authors
Zhang, Zhiqiang張志強
Issue Date2002
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Zhang, Z. [張志強]. (2002). On tail behaviour and extremal values of some non-negative time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3016244
DegreeDoctor of Philosophy
SubjectExtreme value theory.
Time-series analysis
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/32106
HKU Library Item IDb3016244

 

DC FieldValueLanguage
dc.contributor.authorZhang, Zhiqiang-
dc.contributor.author張志強-
dc.date.issued2002-
dc.identifier.citationZhang, Z. [張志強]. (2002). On tail behaviour and extremal values of some non-negative time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3016244-
dc.identifier.urihttp://hdl.handle.net/10722/32106-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B30162440-
dc.subject.lcshExtreme value theory.-
dc.subject.lcshTime-series analysis-
dc.titleOn tail behaviour and extremal values of some non-negative time seriesmodels-
dc.typePG_Thesis-
dc.identifier.hkulb3016244-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.description.naturetoc-
dc.identifier.doi10.5353/th_b3016244-
dc.date.hkucongregation2003-
dc.identifier.mmsid991009835359703414-

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