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Mixing properties of ARCH and time-varying ARCH processes
2-mixing absolutely regular (β-mixing) ARCH(∞) conditional densities strong mixing (α-mixing) time-varying ARCH
2011/3/21
There exist very few results on mixing for non-stationary processes. However, mixing is often required in statistical inference for non-stationary processes such as time-varying ARCH (tvARCH) models. ...
Distribution processes of the fractional ARMA type, mixing properties
Distribution processes the fractional ARMA type mixing properties
2009/9/22
In this Pa per we firstly study f, the inverse Laplace transform of F(s) = n,=(,s - 0 3 . The distribution f is then used to
define a family of linear distribution processes. This family generalizes
...