查询词典 conditional equation

Using GARCH（ 1,1 ） model with dummy variables in return equation and modified GARCH（ 1,1 ） model with dummy variables in conditional variance equation, the writer of this paper conducts an empirical investigation into the day-of-the-week effect on returns and volatility in open-end fund during the period of June 1,2003 and August 18, 2005 in China respectively.

运用均值方程含有虚拟变量的GARCH（1，1）模型和条件方差方程含有虚拟变量的修正的GARCH（1，1）模型，我们分别对2003年6月1日至2005年8月18日期间中国开放式基金收益的周内效应和收益波动性的周内效应进行实证研究，结果显示，在研究期间内样本基金收益及收益的波动性在周三这一天显著不同于其他交易日，即存在"周三效应"。

First, the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for mean first-passage time and then- associated boundary and initial conditions are derived based on the stochastic averaging methods for quasi non-integrable, quasi integrable and quasi partially integ...

首先利用拟不可积、拟可积非共振及拟部分可积非共振Hamilton系统的随机平均法分别给出了研究该系统首次穿越问题的提法，包括计算条件可靠性函数的后向Kolmogorov方程及计算平均首次穿越时间的Pontryagin方程及其边值条件。

In addition, the parameters sum of conditional heteroscedasticiity function tend to zero as aggregation level m approach to infinity, and conditional heteroscedasticity almost disappears.

最后，随著加总水准m愈大时，条件变异数方程式的参数加总趋近於零而条件异质性也跟著消失。

In this paper, we study characterizations of admissible in the general linear model Y, Xβ,ε|ε～(0,σ~2∑. We demonstrate that an admissible linear estimator is as the conditional generalized ridge-type estimation in the no constraint, equality constraint, inequality constraint general linear model. We study the superiority of this conditional generalized ridge-type estimation, and prove that it is superior to the restricted best linear unbiased estimator in terms of mean squares. We also give the choice of the matrix K.

本文主要研究了一般线性模型Y，Xβ，ε|ε～(0，σ~2∑中参数估计的可容许性特征，得到了一般线性模型在无约束，有等式约束及有不等式约束下，可容许线性估计均具有条件广义岭估计的形式的结论，并且讨论了这一条件广义岭估计的优良性，证明了其在均方误差和均方误差矩阵意义下都优于约束最小二乘估计，给出了参数矩阵K的选取方法。

A fuzzy conditional expectation with respect to sub σ-algebra of for a fuzzy random variable is introduced in the complete probability space, and the fact that such a fuzzy conditional expectation exists uniquely is proved and its some properities are discussed.

在完备的概率空间中引进一个模糊随机变量关于■的一个子σ代数■的模糊条件期望，并证明这样定义的模糊条件期望存在且唯一，还就其某些性质作了讨论。

It is also found that both permanent and transitory components of the conditional variance really exist and the shock of the temporary component of conditional variance is larger than the permanent component. Because there is no limit up or down in ADR's secondary market, the temporary shock of stock return is larger than the permanent shock.

而在条件变的部分，确实存在恒常要素与短暂要素，而且短暂要素的冲击效果明显大於恒常要素，显然在没有涨跌停限制的ADR次级交市场中，一旦面市场资讯的冲击时，短期股价报酬之反映较长期得剧。

Thirdly,quasi-normal inequalities of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales areidentified by the use of martingale transforms and by the construction of convex or concave function method;on this basis and with the help of previsiblity or regu-larity,Burkholder-Davis-Gundy\'s inequality of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales are iden-tified by the application of Hardy-Lorentz interpolation theory.At the same time,bythe use of G.

再次，应用鞅变换和构造凸或凹函数方法证明了标量值可料树鞅的α-方极大算子和α-条件方极大算子的拟范数不等式；然后，在这些拟范数不等式的基础上，应用Hardy-Lorentz空间插值方法证明了当树鞅是可控或正规树鞅时关于标量值可料树鞅α-方极大算子和α-条件方极大算子的Burkholder-Davis-Gundy's不等式成立。

Based on the conditional rough entropy theory, the definition of the conditional rough entropy of set is given and it can measure the uncertainty of set. The properties and the related theorems are given.

基于知识的条件粗糙熵理论，提出了集合的条件粗糙熵概念，用来刻画和度量集合的不确定性。

Under quadratic loss function, the definition of conditional admissible prediction is given and some necessary and sufficient conditions for linear predictions Ly_s of conditional linear predictable variable Qy to be admissible are obtained.

在二次损失函数下，给出了条件可容许预测的定义，在齐次线性预测类和非齐次线性预测类中得到了条件线性可预测变量Qy的线性预测Ly_s是可容许预测的充要条件。

In the technique of simulation, the theory of conditional expectation and conditional distribution i...

而由此引起的对后续状态转移过程的影响，是通过一种递推条件分布来考虑的。

But this is impossible, as long as it is engaging in a market economy, there are risks in any operation.

但是，这是不可能的，只要是搞市场经济，是有风险的任何行动。

We're on the same wavelength.

我们是同道中人。