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自正则Chung型重对数律的精确渐近性
  • ISSN号：1000-8314
  • 期刊名称：《数学年刊：A辑》
  • 时间：0
  • 分类：O212[理学—概率论与数理统计;理学—数学] F224.0[经济管理—国民经济]
  • 作者机构：[1]浙江科技学院理学院,浙江杭州310023, [2]中国联合工程公司能源与环境工程院,浙江杭州310022
  • 相关基金：国家自然科学基金资助项目（10671176）;浙江科技学院校教改项目（0101306515）.
作者： 庞天晓[1], 王建峰[1]
关键词： 单位根过程, 平稳过程, 蒙特卡罗模拟, unit root processes, stationary processes, Monte Carlo simulation
中文摘要：

为了较好地区别单位根过程和平稳过程，该文对带漂移项的单位根过程和趋势项的平稳过程这两个数据生成过程进行分析，结合蒙特卡罗模拟，通过分析方法和参数等方面的阐述，得出参数的收敛速度和分布等方面的区别，从而更好地加强对这两个过程的理解，并为单位根检验给出了参考．

英文摘要：

The paper explains an important distinction between unit root processes and stationary processes. According to the comparison between unit root processes with tendency and stationary processes with tendency and deterministic trend taking into account Monte Carlo simulation, this paper provides the convergence rate and distribution of the parameter for readers to strengthen the understanding about these two processes, and shows the reference for unit root tests.

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期刊信息
  • 《数学年刊：A辑》
  • 中国科技核心期刊
  • 主管单位:国家教育部
  • 主办单位:复旦大学
  • 主编：李大潜
  • 地址：上海市长乐路746号
  • 邮编：200040
  • 邮箱：edcam@fudan.edu.cn
  • 电话：021-65642338
  • 国际标准刊号：ISSN：1000-8314
  • 国内统一刊号：ISSN：31-1328/O1
  • 邮发代号:4-298
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4264