您要查找的是不是：
- serially correlated error process 序列相關(guān)誤差過(guò)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. 摘要以動(dòng)態(tài)均值-方差模型研究基于收益序列相關(guān)的投資組合選擇。
- 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) 給出的在噪聲序列存在相關(guān)性假設下的一種關(guān)于RV 的無(wú)偏估計, 進(jìn)一步地推導出一種在此情形下估計噪聲方差的方法。
- 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. 本文利用新的指數對,進(jìn)一步研究了某些三維除數問(wèn)題的誤差項,得到了新的上界估計。
- There exist positive serial correlation among the residuals. 殘差之間存在正的序列相關(guān)。
- In this paper, a new process of estimating autocorrelation parameter is given when remedying autocorrelation of error term in regression model. 在消除回歸模型誤差項的自相關(guān)現象的處理中,提出了一種確定自相關(guān)參數估計值的新方法。
- Historically, systems have worked because of serial correlation. 系統對過(guò)去有用是因為一些關(guān)聯(lián)。
- 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. 由于在很多情形下誤差項可能呈現非正態(tài)分布，了解OLS估計量和檢驗統計量的漸近性，即當樣本容量任意大時(shí)的特性就是重要的問(wèn)題。
- 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. 在以上這些回歸模型的擬合方法中，通常假定模型的誤差是等方差的。
- Estimation of Serially Correlated Microstructure Noises 序列相關(guān)的微觀(guān)結構噪聲估計
- The correlation of a variable with itself over successive time intervals. Also called serial correlation. 一個(gè)變量在連續時(shí)間間隔內的相關(guān)性。也稱(chēng)為連續相關(guān)。
- Testing for serial correlation has long been a standard practice in applied econometric practice analysis. 摘要回歸模型的序列相關(guān)檢驗是經(jīng)濟和金融數據分析中的一項重要的工作。
- It is much easier if we take some function of the error terms, i.e. reduce each series to a single (easily grasped) number. 我們使用一些函數，也就是讓每序列變成一個(gè)單獨的(容易掌握的)數字，這樣會(huì )更加容易。
- The positive serial correlation caused by nonsynchronous trading and nonsymmetry of feedback trading are also considered in the model. 實(shí)證模型還考慮了非同步交易引起的正序列相關(guān)以及反饋交易的非對稱(chēng)性。
- Estimate on an error term of an arithmetic function 一個(gè)算術(shù)函數的誤差項估計
- If so have you accounted for serial correlation and the reduction in degrees of freedom brought about by correlating smoothed series? 如果是的話(huà)，你對序列的相關(guān)性和由相關(guān)的平滑序列所導致的自由度降低作出解釋了嗎？
- The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data. 西格瑪黑帶應能正確的將指數加權移動(dòng)平均圖應用到一個(gè)在數據上連續相關(guān)的過(guò)程。
- nonnormal error term distribution 非正態(tài)誤差項分布
- 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. 摘要在誤差項獨立同分布的條件下，本文討論了條件自回歸極差模型條件解和無(wú)條件解的漸近性質(zhì)。
- General linear model with correlated errors 具有一般協(xié)方差結構線(xiàn)性模型
