| 异方差混合转移分布模型一阶与二阶平稳条件的探讨 |
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| 引用本文： | 朱文刚. 异方差混合转移分布模型一阶与二阶平稳条件的探讨[J]. 芜湖职业技术学院学报, 2005, 7(4): 6-8 |
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| 作者姓名： | 朱文刚 |
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| 作者单位： | 南京工程学院基础部,江苏,南京,210013 |
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| 摘 要： | 基于测度论的方法可导出异方差混合转移分布模型的一阶、二阶平稳条件，为进一步研究该模型的谱奠定了理论基础。
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| 关 键 词： | 异方差混合转移分布模型 不变测度 平稳性 |
| 文章编号： | 1009-1114(2005)04-0006-03 |
| 收稿时间： | 2005-07-22 |
| 修稿时间： | 2005-07-22 |
Investigation of the First Order and the Second Order Stationarity Conditions of HMTD Model |
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| ZHU Wen-gang. Investigation of the First Order and the Second Order Stationarity Conditions of HMTD Model[J]. Journal of Wuhu Vocational Institute of Technology, 2005, 7(4): 6-8 |
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| Authors: | ZHU Wen-gang |
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| Affiliation: | ZHU Wen-gang |
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| Abstract: | The first order and the second order stationarity conditions of HMTD model can be derived on the bases of measure theory, which will establish the base of theory for deep investigation of spectrum of the model. |
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| Keywords: | heteroskedastic mixture trasition distribution model invariance measure stationarity. |
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