为了诊断具有异方差的线性回归模型的异常点，建立了具有异方差的均值漂移模型和数据删除模型。
The data deletion model and the mean drift model are equivalent in a general linear regression model.
其次，在误差服从正态分布的条件下，阐述了线性回归模型框架中均值漂移模型与异常点检验的等价性。
Secondly, we show the equivalence theorems between mean shift model and outlier detection model based on the condition that errors in regression model are normally distributed.
此模型的漂移项为非线性形式，具有显著的均值回复效应，且利率波动对利率水平极为敏感。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
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