搜索结果: 1-2 共查到“统计学 Moving Average Processes”相关记录2条 . 查询时间(0.073 秒)
Long Strange Segments,Ruin Probabilities and the Effect of Memory on Moving Average Processes
Long Strange Segments Ruin Probabilities Effect Memory Moving Average Processes
2010/3/11
We obtain the rate of growth of long strange segments and the
rate of decay of infinite horizon ruin probabilities for a class of infinite moving
average processes with exponentially light tails. Th...
On continuous-time autoregressive fractionally integrated moving average processes
antipersistence autocovariance fractional Brownian motion long memory spectraldensity
2010/3/18
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average(CARFIMA) model, which is defined as the stationary solution of a stochastic differential
equation dr...