论文部分内容阅读
Suppose that the time series Xt satisfiesXt=β1Xt-1+…βpXt-p+εt,εt=ξth1/2t,ht=α0+α1ε2t-1+…αqε2t-q,where α0≥δ>0,α0≥0 for i=1,2…,q;βi,i=1,…,p, are real numbers; p and q are the order of the moder.