In order to circumvent the heavy-tailed problem in estimating the conditional autoregressive range model (CARR), the lognormal distribution is considered.

• 摘要为了解决在估计条件自回归极差模型(CARR)中的分布厚尾性问题，采用尾部呈幂函数衰减的对数正态分布估计CARR模型。