搜索筛选:
搜索耗时0.0959秒,为你在为你在102,285,761篇论文里面共找到 6 篇相符的论文内容
发布年度:
[期刊论文] 作者：PAN Jiazhu,CHENG Shihong,
来源：中国科学A辑（英文版） 年份：2004
Asymptotic expansion for distribution function of the moment estimator (YMn) for the extreme-value index is obtained under reasonable conditions of second order...
On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy
[期刊论文] 作者：PAN Jiazhu,WU Guangxu,
来源：中国科学A辑（英文版） 年份：2004
We study the tail probability of the stationary distribution of nonparametric nonlinear autoregressive functional conditional heteroscedastic (NARFCH) model wit...
On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy
[期刊论文] 作者：PAN Jiazhu,WU Guangxu,
来源：黑龙江科技学院学报 年份：2005
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7...
[期刊论文] 作者：PAN Jiazhu(潘家柱),
来源：中国科学：数学英文版 年份：2002
Discussed in this paper is the dependent structure in the tails of distributions of random variables from some heavy-tailed stationary nonlinear time series. On...
[期刊论文] 作者：PAN Jiazhu YU Bosco W.T. PANG,
来源：中国科学：数学英文版 年份：2004
We discuss the relationship between the marginal tail risk probability and the innovation'stail risk probability for some stationary financial time series m...
[期刊论文] 作者：PAN Jiazhu(潘家柱) LI Guodong(李国栋,
来源：中国科学：数学英文版 年份：2002
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of sta-tionary solution to this new model are presented. Maximum likelihood...
相关搜索：
