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基于三参数广义Linnik分布的自回归模型

Autoregressive Processes with Three-parameter Generalized Linnik Marginals
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摘要 研究了以三参数广义Linnik分布为边际分布的自回归模型,讨论了相应的自回归过程的性质,得到了使得三参数广义Linnik过程平稳的一个充分必要条件. In this paper, autoregressive marginals are researched, and a necessary stationary is obtained. processes with three-parameter generalized Linnik and sufficient for autoregressive processes to be
作者 张娟 独力
机构地区 定西师范高等专科学校数学系 西北师范大学数学与统计学院
出处 《辽宁大学学报（自然科学版）》 CAS 2016年第3期199-202,共4页 Journal of Liaoning University：Natural Sciences Edition
基金 国家自然科学基金资助项目(41130961) 定西师范高等专科学校重点项目(TD2016ZD06) 定西师范高等专科学校一般项目(TD2016YB08) 定西师范高等专科学校青年人才工程资助计划(2012-2017 2014-2019)
关键词 自回归模型 三参数广义Linnik分布 平稳性 autoregressive model three-parameter generalized Linnik distribution stationary
分类号 TQ211.3 [化学工程—有机化工]
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参考文献11

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二级参考文献8

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辽宁大学学报（自然科学版）
2016年 第3期

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