本文主要讨论在条件方差限制下的交互影响的识别问题。
This paper mainly discusses the identification of social interactions under conditional variance restrictions.
在PP图的应用中，检验了对数收益的无条件方差的分布和ARCH类模型。
In the application of pp plots, unconditional variance distribution of logarithmic return and ARCH type models are tested.
对这类模型的统计建模，人们既关心回归系数的估计，更关心误差条件方差结构中未知参数的估计。
For this kind of modeling, people care for not only the estimation of regressive coefficient but also the estimation of unknown parameters in conditional skedasticity.
文章还分析了FIGARCH模型与传统的条件方差模型相比，在模型描述和预测上所体现出的优越性。
The paper analyzes the advantage of FIGARCH model over other traditional conditional variant models from not only model describing but also forecasting.
文章还分析了FIGARCH模型与传统的条件方差模型相比，在模型描述和预测上所体现出的优越性。
The paper analyzes the advantage of FIGARCH model over other traditional conditional variant models from not only model describing but also for...
主要研究结果如下：1。基于几种非参数估计理论，构造了非参数自回归模型条件方差函数的非参数估计表达式。
The main contributions are as follows:1. Based on several nonparametric estimation theories, several estimation expressions of conditional heteroscedastic function are constructed.
反之，风险是向项目方差中加入的某个条件。
On the contrary, a risk is some condition that adds to project variance.
因此，评估可由广义自回归条件异方差(GARCH模型)，这可能使避险比率意味着出随时间变化。
Therefore, evaluation could be carried out by means of Generalized Autoregressive Conditional Heteroscedasticity (GARCH), which could make hedge ratio vary with time.
在分析了无偏条件及最小估计方差之后，给出了对数正态克立格法方程组及对数克立格方差。
The lognormal kriging systems and logarithmic kriging variance are established after non-bias condition and minimum estimation variance are studied.
本文分析了自适应频率估计器的性能及频偏的影响，得出了自适应频率估计方差下限的公式及达到此下限的条件。
In this paper properties of AFE and influences of frequency bias are analyzed, and formula on estimated variance lower bound is derived, and condition which is required by the bound is got.
实验结果表明，取样期间大气统计特性不变和小方差条件的重要性。
The results show the importance of the stability and smaller variance of the statistical characteristics of the atmosphere during the sampling.
结果显示不等式限制条件下的最小二乘平差的传统解实际上是基于后验分布模式下的贝叶斯解，而且从方差最小的意义上来讲它不是最优解。
The results show that traditional solution of LSI is actually a Bayes solution based on the mode of the posterior distribution and that it is not the best solution in the sense of variance minimizing.
条件遗传方差分析认为，早季谷粒充实的全过程，条件显性效应基因强烈表达，且发育全过程变化幅度较大；
Analysis on conditional genetic variance indicated conditional dominant-effect genes expressed strikingly with large variation range during the entire courses of grain filling in early season.
在系统具有正则无穷远极点和奇异无穷远极点的条件下，得到了系统状态向量的均值、方差阵及协方差阵的计算公式。
The state vectors expectation, variance and covariance matrices are given under the conditions of the systems with regular infinite extreme point and singular infinite extreme point.
在一系列不同的极限状态函数条件下，对随机抽样法和拉丁超立方抽样法以及是否使用方差减缩技术进行了比较研究。
Comparative study on random sampling and Latin hypercube sampling with and without variance reduction techniques is carried out to a number of different limit state functions.
我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。
In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
用正交设计法设计了菲汀提取条件的方案，并对试验结果进行了方差分析。
Precept of extractive conditions was designed by orthogonal design, and the results of experiments were discussed with analysis of variance.
文中给出并证明了在椭球约束条件下线性模型中，误差方差的非负二次估计的可容许性问题的一个必要条件。
The paper raises and proves an essential condition of volumetric property of nonnegative secondary estimation of deviation and variance in linear model.
传统的实验设计与分析方法为首先进行正交实验设计，然后对实验结果进行回归分析和方差分析以确定最佳工艺条件。
Traditional methods for experiment design and analysis is to design orthogonal experiment first, and then make regression analysis and variance analysis to search the optimal technological condition.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
通过ARCHLM检验认为BD I对数序列存在高阶ARCH效应，并用GARCH（1，1）模型消除残差序列的条件异方差性。
High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.
本文给出了线性模型中椭球约束下，误差方差非负二次估计可容许的一个必要条件。
This paper gives a necessary condition for the admissibility of a nonnegative, quadratic estimator for error variance in linear model with respect to restricted ellipsoidal parameter space.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
结论只有满足假定条件，才可以保证重复观测资料单变量方差分析的有效性。
CONCLUSION The validity of the univariate ANOVA with repeated measures will not be ensured unless the presuppositions are satisfied.
本文分两节对门限自回归模型中自回归条件异方差的广义谱密度检验进行了讨论。在第一节中，我们介绍了广义谱密度检验。
This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.
广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
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