The paper proposes a nonparameter data extrapolation method based on minimum variance spectrum estimation and minimum weighted norm constraint.
提出一种最小方差谱估计和最小加权范数约束结合的非参数类数据外推方法。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
The used control scheme is the minimum variance control and the design constraint is the power of the process output or that of the reference signal.
当控制策略为最小方差控制时，给出信号功率谱的具体表达式。
The used control scheme is the minimum variance control and the design constraint is the power of the process output or that of the reference signal.
当控制策略为最小方差控制时，给出信号功率谱的具体表达式。
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