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The nonlinearity and discrete gradient inherited in CAViaR model is a conundrum for parameter estimation. We take the asymmetric Laplace distribution with scale parameter as the error process; indicate the variance has a minimum positive value when the scale parameter is a constant, conflicting with the distribution of real financial data. Further we estimate the parameters of indirect TARCH-CAViaR model base on Bayesian framework and Markov chain Monte Carlo method. The optimal scale parameter can also be obtained by Markov chain Monte Carlo method.

CAViaR一般模型中递归分位回归方程的非线性和非连续可微性是参数估计的一个难题,基于含有尺度参数的不对称拉普拉斯分布作为误差过程,指出将尺度参数固定为常数会导致不对称拉普拉斯分布随机变量的方差存在最小正值的限制,与实际金融数据分布不符;进而提出采用贝叶斯分析和马尔科夫链蒙特卡罗模拟方法,估计间接TARCH-CAViaR模型的参数,并可获得尺度参数的合理估计。

Based on minus latent root to estimate stability,mathematical model of every element in system and the calcuating way about static state stability are introduced and the feasibility of this way is validated by using a calculation instance.

应用劳斯稳定判据原理和小振荡法原理对含风力发电机的电力系统建立了各元件的数学模型并进行了静态稳定计算与分析,并以一计算实例验证其方法的可行性。

Aimed at the angle legging defect existed in the acoustic location of high speed moving object by smart mine,the estimate of object flying track and coefficient recursion algorithm in flying module are developed in the paper.

文中针对智能雷弹对高速运动目标声定位存在一定角滞后的缺陷,开展了雷弹对目标的飞行轨迹的估计以及对飞行模型中的系数的递推算法,进而对单自由度和双自由度雷弹的拦截方位进行了预测。

Because the MCMC method is efficient in dealing with problems of high dimension, likelihood function and posterior distribution. In this paper, we will estimate parameters in models by MCMC method.

由于MCMC方法在解决SV模型中的高维分布参数估计以及求解似然函数和后验分布都更加有效,因此本文利用MCMC方法估计模型中的参数。

The author gives two methods to specify the scale interval by using fitting of three—broken—line as well as statistical hypothesis testing based on the estimate of the derivative of the double logarithmic curve.

由于实际动力系统的混沌吸引子其自相似性只能在一定的尺度范围内存在,文中给出了两种无标度区间的确定方法以正确地估计吸引子的分形维数,即三折线拟合方法和通过直接估计双对数曲线上每一点的导数并利用统计假设检验方法确定合理的无标度区间。

Therefor, to analysis the logicalness of the current popular culture and give it a objective estimate has active and realistic sense 0So-called the current popular culture, is a certain of cultural conformation that runs by popular medias and market-economy system and it can pleasure common people .

大众文化作为中国市场经济条件下必然产生的文化现象,已深深契入了我国当代社会制度形态和人们的日常生活,因此,分析当代中国大众文化的合理性并给予客观的评价,有着积极的现实意义。

I will introduce a method to solve this problem when data come from some common life distribution, such as Weibull distribution and Lognormal distribution. In chapter 1, we introduce background of grouped data and how to analyze them with classical methods. In chapter 2, we introduce EM algorithm and show that the estimation of the parameters get through this algorithm is convergent under certain conditions. In chapter 3, we use EM algorithm to estimate parameters in Weibull distribution and Lognormal distribution by grouped data and the simulation shows this method is available.

第一章首先介绍分组数据问题的背景以及如何利用经典的统计方法对分组数据进行分析,并指出分析过程中所遇到的困难;第二章将介绍一种处理不完全数据时的常用算法,EM算法,并说明利用这种算法所得到的估计具有良好的收敛性;第三章将利用EM算法对基于分组数据的威布尔分布和对数正态分布进行参数估计,并进行模拟表明此方法的可行性与有效性。

Objective To estimate the superiority of liposuction assisted by low-energy laser.

目的评价低能量激光辅助吸脂术临床应用的优越性。

The purpose of this paper is to estimate the magnitude of the incentives provided by each of these mechanisms.

这个文件的目的就是要评估激励的重要性,这些激励来自于这些机制中的每一个机制。

And a new method is presented to describe the profile of ground settlement around a shield tunnel. And then it is used to estimate subsurface ground settlement with the equation presented by Mair.

另外,在已有研究成果基础上,提出了一种新的盾构隧道沉降槽的描述方法,并结合Mair等提出的计算公式对盾构隧道施工引起的地表下土体沉降变位进行预测。

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推荐网络例句

The X-ray diffract was used to analyze the crystal structure of the composite. Results show that after the talc was treated with blend coupling agent, the crystal structure of talc changed, and effect Intercalation phenomenon.

通过X射线衍射分析可知,用混合偶联剂对滑石粉进行预处理后,滑石粉晶体结构发生改变,产生了插层现象,使PP/滑石粉复合材料为纳米复合材料。

An authentic Maui wedding might require the services of a 'kahu', which is a Hawaiian minister.

毛伊可能需要一个真实婚礼服务'kahu',这是夏威夷部长。

Funds involving such cases are limited and there is no huge capital flight.

与此有关的资金数额是相对少数的,并没有引发资本外逃现象。