搜索结果: 1-1 共查到“管理学 multivariate regular variation”相关记录1条 . 查询时间(0.114 秒)
Multivariate regular variation of heavy-tailed Markov chains
autoregressive conditional heteroskedasticity extremevalue distribution Markov chain multivariate regular variation
2010/4/26
The upper extremes of a Markov chain with regulary varying stationary
marginal distribution are known to exhibit under general conditions
a multiplicative random walk structure called the tail chain...