文件名称：Heavy Tailed Distribution
文件大小：413KB
文件格式：PDF
更新时间：2018-11-04 09:36:17
Heavy Tailed Distribution
重尾分布论文 Lam (1988) proposed the Geometric Process (GP) model for positive continuous data fXt ; t = 1; 2; : : :g with a monotone trend. Denition: A stochastic process fXtg is a GP if for some ratio a > 0: fYt = at