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- The simulation of these particular systems is based on a fractional integrator where the non-integer behavior acts only on a limited spectral band. 这种特殊系统的仿真建立在有限频率区间非整数阶积分算子的基础上,其非整数阶作用仅限于有限频率区域。
- Lastly, the paper presents the fractional differenced noise model and the autoregressive fractional integrated moving average model. 接着给出能描述长记忆性的分数差分噪声模型和分整自回归移动平均模型。
- Difference Property of Fractional Integration Serial Data 单整序列数据的差分性质
- It seems to vary in different periods and different markets. Secondly, Andersen and his coworker developed FIVAR (fractional integrated vector auto regression) model to forecast exchange volatility. 其次,Andersen等学者的向量分数综合自回归模型都没有考虑市场的杠杆效应或不对称性,应用于汇率市场时应该不会有较大误差,但是,股票市场波动率一般都有明显的不对称性,因此该模型并不适合股票市场波动率。
- In this paper, the authors study the continuity properties of higher order commutators generated by the homogeneous fractional integral and BMO functions on certain Hardy spaces, weak Hardy spaces and Herz-type Hardy spaces. 本文研究了由齐性分数次积分和BMO函数生成的高阶交换子在某些Hardy空间、弱Hardy空间和Herz型Hardy空间上的连续性.
- This paper introduces the fractional integrals and the fractional maximal functions on(Rn),and discusses their boundedness.The obtained results accord with the doubling measure relative results. 在非二倍测度条件下引入分数次积分和分数次极大函数;并讨论了它们的有界性;其结果与二倍测度相应结果一致.
- Then the paper presents the fractional differenced noise model and the autoregressive fractional integrated moving average model.It compared traditional time series models with ARFIMA model. 接着介绍了能描述长记忆性的分数差分噪声模型和分整自回归移动平均模型,并将传统时间序列模型和 模型进行比较。
- Research on cointegration for vector fractional integration time series 向量分整时间序列的协整关系探讨
- Speech is fractional; silence is integral. 讲话是分数; 沉默是整数。
- fractional integral and derivative 分式积分和导数
- The soil absorbs only a fraction of the rain that beats down. 土壤只吸收猛打到地面上的雨水的一部分。
- singular and fractional integrals 奇异和分数次积分
- I'll be ready in a fraction of a second. 我马上就好。
- The story does not contain a fraction of truth. 这故事没有一点真实性。
- He has done only a fraction of his homework. 他只做了家庭作业的一小部分。
- The empirical results show that Fractionally integrated GARCH with GED error model performs the best in estimating five percent VaR. 实证结果表明在估计95%25置信度下的VaR值时基于GED分布的FIGARCH(1,d,1)模型表现最佳。
- The car stopped within a fraction of an inch of the wall. 汽车在离墙不到一英寸的地方停住了。
- Granger, Joyeaux and Hosking proposed autoregressive fractionally integrated moving-average (ARFIMA) models, which exhibit long-memory and short-memory behavior. 这类平稳的时间序列过程展现出短记忆和长记忆的行为特征。
- Could you move a fraction closer? 你能不能稍微再挪近点儿?
- Fractional Integration Testing of Time Series and Analyses of "Fisher Effects" Mechanism 时间序列的分整检验与"费雪效应"机制分析