This paper discusses the parameter estimation problem of a continuous type stochastic mathematical model.
讨论一类连续型随机数学模型的参数估计问题。
Finally, a synthesis method for recursive parameter estimation of a stochastic system is also discussed.
最后讨论了随机系统参数递推估算的综合方法。
Stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.
随机波动模型作为金融市场波动量化研究的一种重要模型,其参数估计问题是近十余年来该领域的研究热点。
In this dissertation, we mainly focused on the restricted biased estimation and preliminary test estimation of parameter in linear models with equality restrictions and stochastic linear restrictions.
本文主要是研究线性模型参数在等式约束和随机线性约束下的约束有偏估计以及预检验估计等相关的一些问题。
In this dissertation, we mainly focused on the restricted biased estimation and preliminary test estimation of parameter in linear models with equality restrictions and stochastic linear restrictions.
本文主要是研究线性模型参数在等式约束和随机线性约束下的约束有偏估计以及预检验估计等相关的一些问题。
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