But the methods of estimation of parameter of the GARCH models, BHHH and GMM, may become invalid because they usually meet the situation that the middle data fluctuate greatly.

而GARCH模型参数估计的主要方法BHHH算法和广义矩方法在实际运算中常遇到中间数据震荡从而导致算法整体失效等。

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In recognition model, with the study of principles and related algorithms, the research is mainly focused on the SGML algorithm which is used for GMM parameter estimation.

在识别模型方面，在对GMM基本原理和相关算法分析的基础上，重点研究了GMM参数估计算法- SGML算法。

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In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;

本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。

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