为了证明ols估计量是渐近有效的，我们需要(1)给出一致的估计量但证明它有更大的方差。
To prove that OLS estimators are asymptotically efficient, one needs to (1) present an estimator that is consistent but its variance is larger.
该方法依据极大似然原理将来自不同母体(均值相同、方差不同)的随机样本有效融合，得到新的母体均值估计量。
According to maximum likelihood theory, it fuses random samples coming from different matrix (same mean different variance) in an effective way, and gains a nwe estimator of matrix mean.
此估计量能够达到很好的渐进有效性。
文章首先证明了已实现极差波动是比已实现波动更有效的波动估计量。
At first, the paper proves that the realized range-based volatility is more efficient than the realized volatility in estimating volatility.
重权数方法与重抽样方法类似，也是利用计算机的优势通过重复获得大量不同的子样本的重权数估计目标参数的估计量和方差估计量，是一种稳健、通用、有效的方差估计方法。
Replicate weight, which is similar with replicated sample method, gets a lot of replicated weights to obtain the estimators by computer, it is also a robust, common and effective method.
重权数方法与重抽样方法类似，也是利用计算机的优势通过重复获得大量不同的子样本的重权数估计目标参数的估计量和方差估计量，是一种稳健、通用、有效的方差估计方法。
Replicate weight, which is similar with replicated sample method, gets a lot of replicated weights to obtain the estimators by computer, it is also a robust, common and effective method.
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