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文件名称:Regarch
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- 上传时间:2012-11-16
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文件大小:23kb
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本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergodicity
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garch model
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Regarch模型的几何遍历性及伴随几何遍历性.caj
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