因为这时模型协方差阵结构仍含有方差参数,因此我们的目标是寻求可行估计。
The variance-covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations.
采用EWMA模型预测动态变化的方差-协方差矩阵,从实证的角度得到更精准的动态迁移相关系数矩阵。
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
本文通过对航空重力测量数据的分析,建立起具有空间相关特性的空间协方差函数模型。
By the analysis of airborne gravity measurement data, this paper constructs a space covariance function model with spatial characteristics.
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