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- serially correlated error process 序列相关误差过程
- This paper investigates dynamic portfolio selection based on serially correlated returns for an investor who optimizes the mean and variance of the terminal wealth. 摘要以动态均值-方差模型研究基于收益序列相关的投资组合选择。
- Based on the unbiased estimate of realized variance under serially correlated noise proposed by Hansen &Lunde (2004b), we went a further step by deducing a measure of variance of noise. 本文基于Hansen &Lunde(2004b) 给出的在噪声序列存在相关性假设下的一种关于RV 的无偏估计, 进一步地推导出一种在此情形下估计噪声方差的方法。
- The qaper improves the upper bounded estimation of error term for three-dimensional divisor problems by a new exponent pairs, the main results are Theorem1 and Theorem2. 本文利用新的指数对,进一步研究了某些三维除数问题的误差项,得到了新的上界估计。
- There exist positive serial correlation among the residuals. 残差之间存在正的序列相关。
- In this paper, a new process of estimating autocorrelation parameter is given when remedying autocorrelation of error term in regression model. 在消除回归模型误差项的自相关现象的处理中,提出了一种确定自相关参数估计值的新方法。
- Historically, systems have worked because of serial correlation. 系统对过去有用是因为一些关联。
- Since in many situations the error term is not normally distributed, it is important to know the asymptotic properties (large sample properties), i.e., the properties of OLS estimator and test statistics when the sample size grows without bound. 由于在很多情形下误差项可能呈现非正态分布,了解OLS估计量和检验统计量的渐近性,即当样本容量任意大时的特性就是重要的问题。
- In the fitting methods of both the ordinary nonparametric regression models and the varying coefficient regression models, the error term of the models is usually assumed to be homoscedastic. 在以上这些回归模型的拟合方法中,通常假定模型的误差是等方差的。
- Estimation of Serially Correlated Microstructure Noises 序列相关的微观结构噪声估计
- The correlation of a variable with itself over successive time intervals. Also called serial correlation. 一个变量在连续时间间隔内的相关性。也称为连续相关。
- Testing for serial correlation has long been a standard practice in applied econometric practice analysis. 摘要回归模型的序列相关检验是经济和金融数据分析中的一项重要的工作。
- It is much easier if we take some function of the error terms, i.e. reduce each series to a single (easily grasped) number. 我们使用一些函数,也就是让每序列变成一个单独的(容易掌握的)数字,这样会更加容易。
- The positive serial correlation caused by nonsynchronous trading and nonsymmetry of feedback trading are also considered in the model. 实证模型还考虑了非同步交易引起的正序列相关以及反馈交易的非对称性。
- Estimate on an error term of an arithmetic function 一个算术函数的误差项估计
- If so have you accounted for serial correlation and the reduction in degrees of freedom brought about by correlating smoothed series? 如果是的话,你对序列的相关性和由相关的平滑序列所导致的自由度降低作出解释了吗?
- The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data. 西格玛黑带应能正确的将指数加权移动平均图应用到一个在数据上连续相关的过程。
- nonnormal error term distribution 非正态误差项分布
- Under the condition that the error terms are i. i. d. the asymptotic behaviors of the conditional solution and unconditional solution of CARR model are investigated in this paper. 摘要在误差项独立同分布的条件下,本文讨论了条件自回归极差模型条件解和无条件解的渐近性质。
- General linear model with correlated errors 具有一般协方差结构线性模型