• 并用广义矩方法进行参数估计,在多种指标比较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.

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  • 广义方法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.

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  • 构建动态结构模型根据2000 ~ 2006年中国上市公司面板数据运用系统广义矩方法进行检验

    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.

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  • GARCH模型参数估计主要方法BHHH算法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.

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  • 常规散射特性计算方法量法中的广义阻抗谐振频率点上条件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.

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  • 使用非参数估计方法给出条件密度条件均值估计,在此基础上给出参数广义估计。

    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.

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  • 针对失效状态安全状态具有模糊性广义可靠性分析问题,提出了一种广义失效概率计算方法

    For general reliability analysis with fuzzy failure state and fuzzy safety state, moment method is proposed to calculate general failure probability.

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  • 分析了随机最优化领域中广义问题及其对偶问题关系,从而提出了广义矩问题一种新的求解方法

    Analyzes the relation between the generalized moment problem and its dual problem, and gives a new method for solving some generalized moment problems.

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  • 基于Ditlevsen给出广义可靠指标提出简捷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.

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  • 分析广义问题及其对偶问题关系获得了求解广义矩问题方法

    This paper analyzes the relation between the generalized moment problem and its dual problem, and gives the solution to some generalized moment problems.

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  • 探讨广义问题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.

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  • 本文重点讨论了广义矩估计马尔可夫链蒙特卡罗方法有效估计法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;

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  • 提出广义变换求解分批釜结晶器数学模型方法

    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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  • 提出广义变换求解分批釜结晶器数学模型方法

    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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