给出了二阶比估计量的偏差、估计量的均方误差以及均方误差的估计。
For the ratio estimate in two-stage sampling, the bias and mean square errors(MES) of the estimater value have been obtained, and the estimater value of the MSE has been given.
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.
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.
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