固定随机过程 stationary random process; stationaryrandomprocess
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This paper abstracts financial transaction characteristics , describes ultra - high - frequency data with marked point process , defines transaction process intensity to present both transaction time interval changes and marks changes , derives sample function density and its maximum likelihood estimating formulation 本文通过抽象交?过程的特点,把成交时点变化用随机点过程描述,把价格成交?等看作为成交时点上的标值,用标值随机点过程描述交?过程。