在这份报纸,向量 FIGARCH 过程的定义被建立,并且 stationarity 和这个过程的一些性质是到 stationarity 和杜和张的结果的 discussed.According [ 1 ],我们在向量 FIGARCH 过程的变化验证坚持,并且最后在这个过程的变化为合作坚持建立足够、必要的条件并且也讨论经常的相关向量 FIGARCH ( p , d , q )作为一种特殊情况处理。
In this paper, the definition of the vector FIGARCH process is established, and the stationarity and some properties of the process are discussed. According to the stationarity and the results of Du and Zhang [1], we verify the persistence in variance of the vector FIGARCH process, and finally establish the sufficient and necessary condition for the co-persistence in the variance of the process and also discuss the constant related vector FIGARCH (p,d, q) process as a special case.