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.
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;
后者既包括基于广义帕雷托分布（GPD）参数的极大似然估计，又包括矩法估计等。
The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
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.
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.
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.
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