【摘 要】
：
In this paper, we discuss the relationship between the stationary marginal tail probability and the innovations tail probability of nonlinear autoregressive
【机 构】
：
SchoolofStatistics,RenminUniversityofChina
【出 处】
：
IMS-China International Conference on Statistics and Probabi
论文部分内容阅读
In this paper, we discuss the relationship between the stationary marginal tail probability and the innovations tail probability of nonlinear autoregressive models.We show that under certain conditions to ensure the stationarity and ergodicity, one dimension stationary marginal distribution has the heavy-tailed probability property with the same index as the iunovations tail probability has.
其他文献
Nowadays statisticians are facing more and more complex data structures with many variables and the analysis of which requires good model building, variable
We first review the role of sample eigenvalues in some classical methods of mul tivariate statistics, such as principal components and canonical correlation
对果树适时喷施叶面肥,是壮树、抗病、高产的有效途径,且方法简单易行,用肥经济,效果明显。据笔者近年来对苹果、葡萄等果树进行叶面喷肥的种植实践,一般可提高产量15％左右,
Microarrays have been widely used for medical studies to detect novel disease related genes.They enable us to study differential gene expression at a genomi
The notion of sublinear expectation (also called upper expectation, coherent pro vision in statistics) of which the well-known relation (E)[X] + (E)[Y] =(E)
玛丽·华盛顿 早熟、丰产、抗锈病,生长势强,嫩茎白色粗大,粗细均匀,笋头圆净,鳞片紧密,嫩茎见光后由白变绿,质地较粗,适应性较强。适宜加工制成罐头。 玛丽·华盛顿500号
Risk assessments often focus on extreme events.Inference about extremes faces the problem of iusufficient data with few or no occurrences of the event of in
勇气是关键。没有勇气就没有一切。 [英]J.M.巴里《勇气》 生活中最难的是对同一事物始终认真。 [法]纪德《伪币制造者》
银白色机身、光滑金属质感、不对称键盘设计、可旋转分段机身、全自动功能切换、多角度自由拍摄。TCL X7,180度的旋转机身设计,在数码相机与专业MP3播放器之间随意切换。内
Today, more and more researchers pay their attention to the trade volumes of the stocks.However, all trade volumes are integers.Hence, original GARCH based