The authors introduce extremevaluedistribution and describe the high price and low price by it.
将极端值分布函数用于股票最高价与最低价的描述。
2
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extremevalue theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
3
This paper focused on study of the wave parameters in Fuqing Bay, and made special calculation for the extremevalue of wave distribution.