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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 2-五月-2016 17:07:42 (UTC+8) 摘要 Abstract In recent years there has been a growing interest in 參考文獻 REFERENCE\r\n\r\n[l] Ruberti, A., Isidorio , A. and d` Allessandro, p. (1972). Theory of Bilinear Dynamical Systems. Springer verlag, Berlin.\r\n[2] Mohler, R. R. (1973), Bilinear Control Processes. Academic Press, New\r\nYork and London.\r\n[3] Brockett, R. W. (1976). Volterra series and geometric control theory.\r\nAutomatica, 12, 167-176.\r\n[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.\r\n[5] Granger, C.W.J. and Andersen,A (1978bl. An introduction to bilinear\r\ntime series models. Vanderhoeck and Reprecht, Gottingen.\r\n[6] Hannan, LJ.(1982). On the identification of some bilinear time series\r\nmodels. Stochast. Process. Appl. 12, 221-224.\r\n[7] Quinn, B. G. (1982), Stationarity and invertibility of simple bilinear\r\nmodels. Stochastic Processes and their Applicattons.12, 225-229.\r\n[8] Izenman, A. J . (1985). J. R. Wolf and the Zurich sunspot relative\r\nnumbers, The Mathematical Intelligencer, 7, No. I, 27-33.\r\n[9] Kumar, K. (1986) On the identification of some bilinear time series\r\nmodels. J. Time series Anal. 7, 117-122.\r\n[10] Liu,J. and Brockwell. P.J. (1988). On the general bilinear time series\r\nmodels. J. Appl. Prob., 25, 553-64.\r\n[11] Gabr, M. M. (1988) On the third-order moment structure and bispectral\r\nanalysis of some bilinear time series. Journal of time series analysis\r\n. Vol. 9, No.1, 11-20.\r\n[12] Tuan, P. D. and Tran, L. T.(1981). On the first order bilinear time\r\nseries model. J. of Appl. Prob., 18, 617-627.\r\n[13] Tuan. P. D. (1985), Bilinear Markovian representation and bilinear\r\nmodels. Stochastic Processes Appl., 20, 295-306.\r\n[14] Priestly, M.B. (988). Non-Linear and non-stationary time series\r\nanalysis. Academic Press, London.\r\n[15] Subba Rao, T. (981). On the theory of bilinear time series models. J.\r\nRoy. Statistic. Soc. B 43(2), 244-255.\r\n[16] Subba Rao, T. and Gabr, M. M. (984) An introduction to Bispectral\r\nAnalysis and Bilinear Time Series Models. Lecture Notes in Statistics, Springer-Verlag, London.\r\n[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 (作者) 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 2-五月-2016 17:07:42 (UTC+8) - dc.date.available 2-五月-2016 17:07:42 (UTC+8) - dc.date.issued (上傳時間) 2-五月-2016 17:07:42 (UTC+8) - dc.identifier (其他 識別碼) B2002005106 en_US dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=101687 - 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\r\n1. Abstract --------------------1\r\n2. Introductin--------------------2\r\n3. Theoretical results --------------------4\r\n4. Simulations--------------------14\r\n5. Conclusions--------------------22\r\n6. Appendix A\r\n7. Appendix B\r\n8. Appendix C\r\n9. 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\r\n\r\n[l] Ruberti, A., Isidorio , A. and d` Allessandro, p. (1972). Theory of Bilinear Dynamical Systems. Springer verlag, Berlin.\r\n[2] Mohler, R. R. (1973), Bilinear Control Processes. Academic Press, New\r\nYork and London.\r\n[3] Brockett, R. W. (1976). Volterra series and geometric control theory.\r\nAutomatica, 12, 167-176.\r\n[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.\r\n[5] Granger, C.W.J. and Andersen,A (1978bl. An introduction to bilinear\r\ntime series models. Vanderhoeck and Reprecht, Gottingen.\r\n[6] Hannan, LJ.(1982). On the identification of some bilinear time series\r\nmodels. Stochast. Process. Appl. 12, 221-224.\r\n[7] Quinn, B. G. (1982), Stationarity and invertibility of simple bilinear\r\nmodels. Stochastic Processes and their Applicattons.12, 225-229.\r\n[8] Izenman, A. J . (1985). J. R. Wolf and the Zurich sunspot relative\r\nnumbers, The Mathematical Intelligencer, 7, No. I, 27-33.\r\n[9] Kumar, K. (1986) On the identification of some bilinear time series\r\nmodels. J. Time series Anal. 7, 117-122.\r\n[10] Liu,J. and Brockwell. P.J. (1988). On the general bilinear time series\r\nmodels. J. Appl. Prob., 25, 553-64.\r\n[11] Gabr, M. M. (1988) On the third-order moment structure and bispectral\r\nanalysis of some bilinear time series. Journal of time series analysis\r\n. Vol. 9, No.1, 11-20.\r\n[12] Tuan, P. D. and Tran, L. T.(1981). On the first order bilinear time\r\nseries model. J. of Appl. Prob., 18, 617-627.\r\n[13] Tuan. P. D. (1985), Bilinear Markovian representation and bilinear\r\nmodels. Stochastic Processes Appl., 20, 295-306.\r\n[14] Priestly, M.B. (988). Non-Linear and non-stationary time series\r\nanalysis. Academic Press, London.\r\n[15] Subba Rao, T. (981). On the theory of bilinear time series models. J.\r\nRoy. Statistic. Soc. B 43(2), 244-255.\r\n[16] Subba Rao, T. and Gabr, M. M. (984) An introduction to Bispectral\r\nAnalysis and Bilinear Time Series Models. Lecture Notes in Statistics, Springer-Verlag, London.\r\n[17] Tong, H. (990). Non-Linear Time Series. Oxford University Press. zh_TW
