并用广义矩方法进行参数估计,在多种指标的比较下得到了一个较好模型。
I estimate the parameters of different models by GMM, and obtain a better model under comparison by many indexes.
广义矩方法(GMM);混合回归-空间自回归(MRSAR); 过度识别。
Generalized method of moments (GMM); Mixed regressive-spatial autoregressive (MRSAR); Over-identifying.
构建动态结构模型,根据2000 ~ 2006年中国上市公司的面板数据,运用系统广义矩方法对其进行了检验。
Based on the analysis of the panel data of China's listed firms from 2000 to 2006, this paper tests the relationship with SYS GMM through establishing the dynamic structure model.
而GARCH模型参数估计的主要方法BHHH算法和广义矩方法在实际运算中常遇到中间数据震荡从而导致算法整体失效等。
But the methods of estimation of parameter of the GARCH models, BHHH and GMM, may become invalid because they usually meet the situation that the middle data fluctuate greatly.
常规散射特性计算方法如矩量法中的广义阻抗矩阵在谐振频率点上条件数过大,导致计算不准确。
The regular numerical algorithm is MOM, whose general impedance matrix has a large condition number at the resonance frequency points, which brings an inaccurate result.
使用非参数估计方法给出条件密度和条件均值的估计,在此基础上给出参数的广义矩估计。
The conditional density and the conditional mean are estimated by nonparametric method. Then the estimator of the parameter is proposed by the generalized method of moments.
针对失效状态和安全状态具有模糊性的广义可靠性分析问题,提出了一种广义失效概率计算的矩方法。
For general reliability analysis with fuzzy failure state and fuzzy safety state, moment method is proposed to calculate general failure probability.
分析了随机最优化领域中广义矩问题及其对偶问题的关系,从而提出了广义矩问题的一种新的求解方法。
Analyzes the relation between the generalized moment problem and its dual problem, and gives a new method for solving some generalized moment problems.
基于由Ditlevsen给出的广义可靠指标和一次二阶矩法,提出了一个简捷的结构可靠度计算方法。
Based on the generalized reliability index given by Ditlevsen and the first order second moment method, a simplifed calculating method on structural reliability is presented.
分析了广义矩问题及其对偶问题的关系,获得了求解广义矩问题的方法。
This paper analyzes the relation between the generalized moment problem and its dual problem, and gives the solution to some generalized moment problems.
探讨了广义矩问题的解的结构,获得了求解广义矩问题的方法。
This paper discusses the structure of the solution for some generalized moment problems and gives the method for solving some generalized moment problems.
本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。
In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;
提出了用广义的矩量变换法求解分批釜结晶器数学模型的方法。
This paper proposed an extended moment transformation method which is simple and can be used to solve the batch crystallization model with size-dependent growth kinetic equation.
提出了用广义的矩量变换法求解分批釜结晶器数学模型的方法。
This paper proposed an extended moment transformation method which is simple and can be used to solve the batch crystallization model with size-dependent growth kinetic equation.
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