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題名 雙線型時間數列模式的選定問題
An identification problem for bilinear time series models作者 施能輝 貢獻者 吳柏林
施能輝關鍵詞 Identification problem
autocovarance
diagonal, superdiagonaland subdiagonal bilinear models
third-order-automoments日期 1991
1990上傳時間 2-May-2016 17:07:42 (UTC+8) 摘要 Abstract In recent years there has been a growing interest in 參考文獻 REFERENCE [l] Ruberti, A., Isidorio , A. and d` Allessandro, p. (1972). Theory of Bilinear Dynamical Systems. Springer verlag, Berlin. [2] Mohler, R. R. (1973), Bilinear Control Processes. Academic Press, New York and London. [3] Brockett, R. W. (1976). Volterra series and geometric control theory. Automatica, 12, 167-176. [4] Granger, C.W.J. and Andersen, A (1978a). Non-linear time series modeling. Applied time series analysis, 25-38, (Findley. D. F. ed.) Academic Press, New York. [5] Granger, C.W.J. and Andersen,A (1978bl. An introduction to bilinear time series models. Vanderhoeck and Reprecht, Gottingen. [6] Hannan, LJ.(1982). On the identification of some bilinear time series models. Stochast. Process. Appl. 12, 221-224. [7] Quinn, B. G. (1982), Stationarity and invertibility of simple bilinear models. Stochastic Processes and their Applicattons.12, 225-229. [8] Izenman, A. J . (1985). J. R. Wolf and the Zurich sunspot relative numbers, The Mathematical Intelligencer, 7, No. I, 27-33. [9] Kumar, K. (1986) On the identification of some bilinear time series models. J. Time series Anal. 7, 117-122. [10] Liu,J. and Brockwell. P.J. (1988). On the general bilinear time series models. J. Appl. Prob., 25, 553-64. [11] Gabr, M. M. (1988) On the third-order moment structure and bispectral analysis of some bilinear time series. Journal of time series analysis . Vol. 9, No.1, 11-20. [12] Tuan, P. D. and Tran, L. T.(1981). On the first order bilinear time series model. J. of Appl. Prob., 18, 617-627. [13] Tuan. P. D. (1985), Bilinear Markovian representation and bilinear models. Stochastic Processes Appl., 20, 295-306. [14] Priestly, M.B. (988). Non-Linear and non-stationary time series analysis. Academic Press, London. [15] Subba Rao, T. (981). On the theory of bilinear time series models. J. Roy. Statistic. Soc. B 43(2), 244-255. [16] Subba Rao, T. and Gabr, M. M. (984) An introduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in Statistics, Springer-Verlag, London. [17] Tong, H. (990). Non-Linear Time Series. Oxford University Press. 描述 碩士
國立政治大學
應用數學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005106 資料類型 thesis dc.contributor.advisor 吳柏林 zh_TW dc.contributor.author (Authors) 施能輝 zh_TW dc.creator (作者) 施能輝 zh_TW dc.date (日期) 1991 en_US dc.date (日期) 1990 en_US dc.date.accessioned 2-May-2016 17:07:42 (UTC+8) - dc.date.available 2-May-2016 17:07:42 (UTC+8) - dc.date.issued (上傳時間) 2-May-2016 17:07:42 (UTC+8) - dc.identifier (Other Identifiers) B2002005106 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89770 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 應用數學系 zh_TW dc.description.abstract (摘要) Abstract In recent years there has been a growing interest in en_US dc.description.tableofcontents CONTENTS 1. Abstract --------------------1 2. Introductin--------------------2 3. Theoretical results --------------------4 4. Simulations--------------------14 5. Conclusions--------------------22 6. Appendix A 7. Appendix B 8. Appendix C 9. Reference zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005106 en_US dc.subject (關鍵詞) Identification problem en_US dc.subject (關鍵詞) autocovarance en_US dc.subject (關鍵詞) diagonal, superdiagonaland subdiagonal bilinear models en_US dc.subject (關鍵詞) third-order-automoments en_US dc.title (題名) 雙線型時間數列模式的選定問題 zh_TW dc.title (題名) An identification problem for bilinear time series models en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) REFERENCE [l] Ruberti, A., Isidorio , A. and d` Allessandro, p. (1972). Theory of Bilinear Dynamical Systems. Springer verlag, Berlin. [2] Mohler, R. R. (1973), Bilinear Control Processes. Academic Press, New York and London. [3] Brockett, R. W. (1976). Volterra series and geometric control theory. Automatica, 12, 167-176. [4] Granger, C.W.J. and Andersen, A (1978a). Non-linear time series modeling. Applied time series analysis, 25-38, (Findley. D. F. ed.) Academic Press, New York. [5] Granger, C.W.J. and Andersen,A (1978bl. An introduction to bilinear time series models. Vanderhoeck and Reprecht, Gottingen. [6] Hannan, LJ.(1982). On the identification of some bilinear time series models. Stochast. Process. Appl. 12, 221-224. [7] Quinn, B. G. (1982), Stationarity and invertibility of simple bilinear models. Stochastic Processes and their Applicattons.12, 225-229. [8] Izenman, A. J . (1985). J. R. Wolf and the Zurich sunspot relative numbers, The Mathematical Intelligencer, 7, No. I, 27-33. [9] Kumar, K. (1986) On the identification of some bilinear time series models. J. Time series Anal. 7, 117-122. [10] Liu,J. and Brockwell. P.J. (1988). On the general bilinear time series models. J. Appl. Prob., 25, 553-64. [11] Gabr, M. M. (1988) On the third-order moment structure and bispectral analysis of some bilinear time series. Journal of time series analysis . Vol. 9, No.1, 11-20. [12] Tuan, P. D. and Tran, L. T.(1981). On the first order bilinear time series model. J. of Appl. Prob., 18, 617-627. [13] Tuan. P. D. (1985), Bilinear Markovian representation and bilinear models. Stochastic Processes Appl., 20, 295-306. [14] Priestly, M.B. (988). Non-Linear and non-stationary time series analysis. Academic Press, London. [15] Subba Rao, T. (981). On the theory of bilinear time series models. J. Roy. Statistic. Soc. B 43(2), 244-255. [16] Subba Rao, T. and Gabr, M. M. (984) An introduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in Statistics, Springer-Verlag, London. [17] Tong, H. (990). Non-Linear Time Series. Oxford University Press. zh_TW
