지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 JKSS(Journal of the Korean Statistical Society) Journal of the Korean Statistical Society 제24권 제1호
- 발행연도
- 1995.1
- 수록면
- 243 - 248 (6page)
이용수
초록· 키워드
오류제보하기
In this article we show that a class of random coefficient autoregressive processes including the NEAR (New exponential autoregressive) process has the strong mixing property in the sense of Rosenblatt with mixing order decaying to zero. The result can be used to construct model free prediction interval for the future observation in the NEAR processes.
목차
등록된 정보가 없습니다.
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Test of Homogeneity for a Panel of Seasonal Autoregressive Processes
JKSS(Journal of the Korean Statistical Society)
1993 .01
-
Estimation of Random Coefficient AR(1) Model for Panel Data
JKSS(Journal of the Korean Statistical Society)
1996 .01
-
Unit Root Test for Temporally Aggregated Autoregressive Process
JKSS(Journal of the Korean Statistical Society)
1993 .01
-
An adaptive sequential probability ratio test in the autoregressive process
한국전산응용수학회 학술발표회
2002 .01
-
AN ADAPTIVE SEQUENTIAL PROBABILITY RATIO TEST IN THE AUTOREGRESSIVE PROCESS
Journal of applied mathematics & computing
2003 .01
-
Model - Free Interval Prediction in a Class of Time Series with Varying Coefficients
한국데이터정보과학회지
2000 .12
-
Boundary Crossing Probability in the Autoregressive Process
JKSS(Journal of the Korean Statistical Society)
1993 .01
-
Asymptotics for a class of generalized multicast autoregressive processes
JKSS(Journal of the Korean Statistical Society)
2012 .01
-
A Laplacian Autoregressive Moving-Average Time Series Model
JKSS(Journal of the Korean Statistical Society)
1993 .01
-
Kernel method for autoregressive data
한국데이터정보과학회지
2009 .10
-
An Invariance Priciple for Stationary Strong Mixing Random Fields
JKSS(Journal of the Korean Statistical Society)
1995 .01
-
A NOTE ON WEAK CONVERGENCE OF EMPIRICAL PROCESSES FOR A STATIONARY PHI-MIXING SEQUENCE
JKSS(Journal of the Korean Statistical Society)
2003 .01
-
Thermally - Induced Atomic Mixing at the Interface of Cu and Polyimide
Applied Science and Convergence Technology
1994 .09
-
Maximum entropy test for infinite order autoregressive models
한국데이터정보과학회지
2013 .06
-
STATIONARY $\beta-MIXING$ FOR SUBDIAGONAL BILINEAR TIME SERIES
JKSS(Journal of the Korean Statistical Society)
2006 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0