1) strict stationarity
严平稳
1.
In this paper we give a sufficient and necessary condition for the strict stationarity of the AACD process.
本文给出了扩展自回归条件久期模型(Augmented Autoregressive Conditional Duration Model,简记为AACD Model)严平稳遍历的充分必要条件。
2) strict stationarity
严平稳性
1.
The strict stationarity and ergodicity of this model are discussed.
给出了一个ARCH型有限阶双线性模型,讨论了这一模型的严平稳性及遍历性。
2.
And basing on the background, we develop a family of GARCH model h~δ_t=g_(t-1)+c_(t-1)h~ρ_(t-1), then discuss the strict stationarity and ergodicity of a family of GARCH models ,and give the sufficient conditions for the existence of higher-order moments of the models.
简要回顾了异方差ARCH(GARCH)模型的有关背景,并以此为基础提出了一族广义自回归条件异方差(GARCH)模型hδt-1,然后讨论了这族广义自回归条件异方差(GARCH)模型的严平稳性及遍历性,t=gt-1+ct-1hρ同时给出了该模型存在高阶矩的充分条件,并对这族GARCH模型的一类子模型进行了模拟。
3) strict stationary
严平稳性
1.
In this paper, the author discuss the strict stationary property and the ergodicity of a new model for asymmetric general autoregressive conditional heteroskedasticity, and give the sufficient conditions for the existence of evenorder moments of the model.
讨论了一个非对称广义自回归条件异方差新模型的严平稳性及遍历性,并且给出了该模型存在高阶矩的条件。
4) strict placidity
严平稳性
1.
This paper constructs the probability model of multi-value additive clock combined generator,and discusses homogeneous Markov property,ergodic property,strict placidity,numeral character and the property of large numbers of the random variables sequenc with this kind of output sequence.
讨论该序列的齐次马氏性、遍历性、严平稳性、数字特征和有关大数性质,得到了输出序列与输入序列之间符合率的表达式。
5) strictly stationary processes
严平稳过程
1.
In this paper, we have systematically investigated the relations for strictly stationary processes, wide stationary processes, Martingales ang Markov Processes, many interesting results of interest are obtained.
系统研究了严平稳过程,宽平稳过程与鞅及马氏过程的相互关系,得到许多有趣的结果。
6) quadratic stationary sequences
严平稳序列
补充资料:水调歌头 读书严 永乐大典九千七百六十五严
【诗文】:
杜陵佳丽地,千古尽英游。云烟去天尺五,绣阁倚朱楼。碧草荒岩五亩,翠霭丹崖百尺,宇宙为吾留。读书名始起,万古入冥搜。凤池崇,金谷树,一浮鸥。彭殇尔能何许,也欲接余眸。唤起终南灵与,商略昔时名物,谁劣复谁优。白鹿庐山梦,,颉颃天地秋。又引元明善清河集读书严记,谓读书严为故相太传魏国廉文正公之别业,在京兆樊川少陵原之阳,可证大典作廉文靖公,当为廉文正公之误。
【注释】:
【出处】:
杜陵佳丽地,千古尽英游。云烟去天尺五,绣阁倚朱楼。碧草荒岩五亩,翠霭丹崖百尺,宇宙为吾留。读书名始起,万古入冥搜。凤池崇,金谷树,一浮鸥。彭殇尔能何许,也欲接余眸。唤起终南灵与,商略昔时名物,谁劣复谁优。白鹿庐山梦,,颉颃天地秋。又引元明善清河集读书严记,谓读书严为故相太传魏国廉文正公之别业,在京兆樊川少陵原之阳,可证大典作廉文靖公,当为廉文正公之误。
【注释】:
【出处】:
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