通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
对具有无限方差的一阶自回归非平稳过程进行了研究。
We study the unstable autoregressive process for the first order with infinite variance.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
非参数自回归模型因其能够描述许多数据自身所体现的非线性特征而受到人们的广泛关注。
Nonparametric autoregressive model have gained much attention recently, due primarily to the fact that they can describe some nonlinear features exhibited by many data itself in applications.
主要研究结果如下：1。基于几种非参数估计理论，构造了非参数自回归模型条件方差函数的非参数估计表达式。
The main contributions are as follows:1. Based on several nonparametric estimation theories, several estimation expressions of conditional heteroscedastic function are constructed.
主要研究结果如下：1。基于几种非参数估计理论，构造了非参数自回归模型条件方差函数的非参数估计表达式。
The main contributions are as follows:1. Based on several nonparametric estimation theories, several estimation expressions of conditional heteroscedastic function are constructed.
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