货币基金组织估计,如果波动率的两个标准差超过了1990年以后的平均值,新兴市场的利差将扩大两倍。
The IMF reckons that, if volatility moved to two standard deviations above its post-1990 average, emerging-market debt spreads would more than double.
本文基于辨识 ARMA新息模型生成估计残差序列 ,再对残差序列的平均值和无偏方差进行假设检验 ,可实现工序质量的异常诊断。
In this paper, a method of process quality diagnosis using hypothesis testing for residual sequence of ARMA innovation model estimation error by recursive maximum likelihood method was studied.
本文基于辨识 ARMA新息模型生成估计残差序列 ,再对残差序列的平均值和无偏方差进行假设检验 ,可实现工序质量的异常诊断。
In this paper, a method of process quality diagnosis using hypothesis testing for residual sequence of ARMA innovation model estimation error by recursive maximum likelihood method was studied.
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