条件异方差,Conditional Heteroskedasticity英语短句,例句大全

条件异方差,Conditional Heteroskedasticity
1)Conditional Heteroskedasticity条件异方差
1.In this paper, we discuss the existence of high order moment for a stable nonlinear autoregressive series, which satisfies nonlinear autoregressive model with conditional heteroskedasticity.本文研究平稳非线性自回归序列的高阶矩的存在性问题,此序列满足带条件异方差的非线性自回归模型。
2.This paper researches on the daily returns of Shanghai Stock Index and Shenzhen Component index, applies GARCH and TARCH models to analyze conditional heteroskedasticity and non-symmetry of the daily returns, and reveals the different volatility characteristics between the two stock indexes.本文以上证综指和深成分指数的最新日收益率为研究对象,应用GARCH、TARCH模型理论,进一步分析了日收益率波动的条件异方差性、非对称性,同时比较了两个股票市场的不同波动特征。
3.Autoregressive conditional heteroskedasticity process is a new stochastic process, which is used (extensively) to research time array and shows the characteristic of array variable along with time changing.利用广义的自回归条件异方差模型,对中国银行间同业拆借利率随时间变化的特征进行了实证分析,发现加入结构转换变量的利率期限结构模型更适合描述中国金融市场上的利率行为特征。

英文短句/例句

1.Statistical Inference for Conditional Heteroscedastic Time Series Models;条件异方差时间序列模型的统计推断
2.The Application of ARCH Model in Shanghai Stock Market;自回归条件异方差模型在我国沪市的应用研究
3.THE ANALYSIS OF THE CHARACTERISTIC OF FLUCTUATION OF STOCK INDEX IN CONDITIONAL HETEROSKEDASTIC IN CHINESE SECURITIES MARKET;中国证券市场股指波动的条件异方差特性分析
4.An Empirical Research of Option Pricing with Autoregressivw Conditional Heteroskedasticity Model关于条件异方差期权定价模型的实证研究
5.Research of Credit Risk Measurement Based on Generalized Autoregressive Conditional Heteroskedasticity基于广义条件异方差的信用风险度量研究
6.Hydrological time series model based on conditional heteroskedasticity analysis and its application基于条件异方差分析的水文时序模型及其应用
7.Research on Bayesian Analysis of Autoregressive Conditional Heteroscedaticity Models and Their Application;自回归条件异方差模型的贝叶斯分析及其应用研究
8.A Generalized Spectral Density Test of Conditional Autoregressive Heteroscedasticity for Threshold Autoregressive Model;门限自回归模型中自回归条件异方差的广义谱密度检验
9.Short-Term Electricity Price Forecasting Based on Wavelet Transform and Generalized Autoregressive Conditional Heteroskedasticity Model;基于小波分析与广义自回归条件异方差模型的短期电价预测
10.Day-Ahead Marginal Price Forecasting Based on Autoregressive Conditional Heteroskedasticity-Back Propagation Network Model;基于自回归条件异方差-反向传播网络模型的日前边际电价预测
11.A Measurement of the Value of Risks─the Application of Autoregressive Conditional Heteroskedasticitymodel to Financial Anticipation;风险价值量测算──条件异方差模型在金融预警中的应用
12.Application of Wavelet Analysis and Generalized Autoregressive Conditional Heteroscedastic Model Considering Exogenous Variables in Electricity Price Forecast小波分析和考虑外生变量的广义自回归条件异方差模型在电价预测中的应用
13.Supplementary Program for Spoken English Teaching Under the Difference Between Famous Universities and Average Universities;条件差异下的高校外语“口语教学”辅助方案
14.Study on Comparing Local Power Action Causing Urban Development Discrepancy under the Same Locational Condition;相似区位条件下城市发展差异的“地方性”力量作用分析
15.Investigation of the First Order and the Second Order Stationarity Conditions of HMTD Model;异方差混合转移分布模型一阶与二阶平稳条件的探讨
16.Research on new edition of FIDIC contract conditions;FIDIC新旧合同条件文本的差异分析
17.The major metal resources are Hg-Sb, Pb-Zn and Au deposits, which are different but correlative in source materials, physical-chemical conditions and the characters of mineralizing fluid.它们在物质来源、成矿物化条件和成矿流体性质等方面既有联系又有差异。
18.Actually, buffaloes tolerate a wide range of climatic differences.实际上，水牛能够忍受差异很大的气候条件。

相关短句/例句

conditional heteroscedasticity条件异方差
1.This model could better describe the conditional heteroscedasticity of the stock prices,and it was used to fit and forecast the prices of the stock.通过对股票收盘价格的历史数据进行处理分析,建立GARCH模型,此模型较好的描述股票价格的条件异方差性,同时用此方法对股票价格进行拟合和预测,利用预测数据分析股票较好的买卖时机。
2.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。
3.The shape changing feature of conditional distributions makes the MARMA model capable of modeling time series with asymmetric,multimodal distribution,and conditional heteroscedasticity,and so on.该模型条件分布富于变化的特点使得它能够描述非对称、多峰、以及条件异方差等非Gauss特征。
3)conditional heteroskedasticity model条件异方差模型
1.First of all,the trend term and cycle term are obtained from the original time series by Census X12,which is given a conditional heteroskedasticity model.首先,利用Census X12分解水文时序,由其得到的周期项与趋势项分别建立相应的条件异方差模型;其次,对于分解序列后得到的残差项,建立基于BX数据生成的灰色Markov预测模型;再次,将三个模型进行耦合,编制了算法流程,由此提出了一种基于条件异方差的水文时序分析与预测模型;最后以河南省淮河流域的鲇鱼山水文站1975-1999年逐月的径流量为例进行了应用验证。
4)condition different variance examination条件异方差检验
5)ARMA(1,1) conditional heteroskedasticityARMA(1,1)条件异方差
6)Difference of Facilities条件差异