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There are totally five chapters in the paper. Chapter 1 is the introduc-tion,and extreme value theory and methods and modelling for returns fat tails are introduced systematically in Chapter 2.This chapter also presents mean excess function and de Haan's moment estimate to decide on the reasonable exceedance threshold. Chapter 3 describes in detail non-linear time series mod-els such as GARCH models and the corresponding statistical inferences,and it also gives modelling and statistical analysis methods for returns series. Chap-ter 4 uses the models in Chapter 2 to analyzes the daily returns for Shanghai complex index and Shenzhen complex index in the Shanghai and Shenzhen stock markets. Chapter 5 applies the models in Chapter 3 to the volatility analysis of the two stock indices returns.
论文总共五章:第一章是引言部分;第二章系统介绍了极值理论方法和收益率厚尾的建模方法,给出了平均剩余函数法和de Haan矩估计相结合的方法确定合理的超越门限;第三章详细论述了非线性时间序列模型GARCH类模型及其统计推断,并且给出了收益率时间序列波动的建模和统计分析方法;第四章利用第二章的模型对国内沪深两市大盘指数上证综指和深证综指日收益率数据分布的厚尾进行了实证分析;第五章将第三章的模型应用到两个股指日收益率时间序列的波动分析。
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First of all, we introduce some interval methods and propose a new approach to find confidence interval for the slope in homoscedastic measurement error models. The performance of the interval estimation is compared in terms of both coverage probability and its diameter via simulation studies. Second, we suggest two approaches to estimate confidence intervals for the slope and joint confidence regions for both intercept and slope in heteroscedastic measurement error models. Application of these methods are illustrated with real data sets.
首先,当测量误差的变异是同质性时,我们对斜率项参数建构信赖区间,除了回顾已发表的方法外,也提出一个新的方法,建议的区间方法分别和已存在的方法做模拟比较,比较的标准建构在覆盖机率和平均长度上;另外,当测量误差的变异是异质性时,我们不仅对斜率项参数建构信赖区间提出新的方法,也对截距项参数和斜率项参数建构联合信赖区间。
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Astrometry with new technologies created and is dedicated to the Space Telescope astrometric space orbit around the Earth observation and research on the scientific .1989 8 8, the European Space Agency launch astrometric Satellite Iba Valley satellite, which contains a 29 cm diameter reflecting telescope, four ground stations for data reception and analysis with the aim of space-based observations compiled by 120,000 to contain space for satellite measurement of star form, the location accuracy of ± 0002, parallax measurement accuracy ± 0002, on their own a year 0002, CDCDCD preliminary estimate of the above three data are now actual for the 0004,0003 and 0005; CDCDCD190 year in April the U.S. launch of the Hubble Space Telescope, containing 24 m diameter Wang C far mirror can work 15-20 years, 17-18 so you can measure the parallax of stars, are hundreds of thousands of stars of the measurement results.
伴随天体测量新技术而产生,是专门用于天体测量的空间望远镜在围绕地球的空间轨道上进行观测研究的科学。1989年8月8日,欧洲空间局发射天体测量卫星伊巴谷号卫星,它载有口径29厘米反射望远镜,4个地面观测站进行资料接收与分析,目的是要通过空间观测编出含星12万颗的空间测量星表,位置精度为±0002,测量视差的精度为±0002,自行为每年0002,CDCDCD现在初步估计上述三个数据实际为0004、0003和0005;CDCDCD190年4月美国发射哈勃空间望远镜,载有口径24米的望C远镜,可工作15—20年,可以测量出17—18等星的视差,得到几十万颗星的测量结果。
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In some embodiments, the data measurements for each pilot signal further include an RMSE estimate and time of measurement for each time of arrival, and an energy measurement for all resolvable paths.
在一些实施例中,每个导频信号的数据测量还包括RMSE估计和每个到达时间的测量时间以及所有可分辨路径的能量测量。
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In fifth chapter,as applications of the existence theorem of〓-optimalcoupling operator for the jump processes,the estimate of the varied expontialconvergence rate for the jump processes and the existence of an order-preservingMarkov coupling for the jump processes are investigated,where,the obtained theexistence theorem of an order-preserving Markov coupling is a general theorem onPolish space endowed with semiorder,it includes the results that existence theoremon countable state apace endowed with total order or finite state space endow withsemiorder have been obtained by the internal and external mathematicians in recentten years.
第五章作为跳过程〓最优耦合算子存在性定理的应用,讨论了跳过程各种指数收敛速度的估计和保序Markov耦合的存在性。其中保序Markov耦合存在定理是具有偏序关系波兰空间上的跳过程最一般的定理,它包括了近10年来国内外对具有全序关系可数状态空间或具有偏序关系有限状态空间上的跳过程关于保序Markov耦合存在定理的研究成果。
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Description of the investment information to estimate the relevance of the contract, other professional conditions, and indicators of scale, with fixed or indicators of the corresponding standards for admission fees, the main equipment and materials prices, select the basis for the introduction of equipment and materials prices and the basis for estimating the use of foreign exchange rates, take into account unforeseen costs basis, taking into account the basis of reserve price, the project construction period interest and liquidity to determine the estimation methods.
说明本投资估算的相关合同信息、其他专业条件,采用的定额及指标,与定额或指标相应的取费标准,主要设备材料价格的选取依据,引进设备材料价格及依据,估算采用的外汇汇率,不可预见费计取依据,价差预备费计取依据,项目建设期利息的确定及流动资金的估算办法等。
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Meanwhile, the maneuverability, time and angle of mining motion for avoiding collision, is simulated for inland waterway ship. Knowledge of these is essential for ship colliding avoidance maneuvering, which often choosed with estimate by the steerer.
在此基础上对内河船舶回转运动、Z型运动的情况进行了数值模拟,重点考虑受环境干扰因素影响下的内河船舶操纵运动,以及内河船舶避碰操纵的运动特点。
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A Stradivari violin sold for just over two million dollars at auction in New York, smashing the previous world record for a musical instrument.The violin made by Antonio Stradivari in 1699, the year before his golden period, was sold by Christie's for 2,032,000 dollars, far above its pre-sale high estimate of 1.2 million dollars.
据法新社4月22日报道,这把小提琴是由意大利著名的小提琴制作家安东尼奥·斯特拉迪瓦里在1699年制作完成的。22日,这把名为"Lady Tennant"的小提琴在纽约佳士得拍卖行拍出了203.2万美元的高价,而此前这把小提琴的预计拍卖价则在80万美元到120万美元之间。200多万美元的实际拍卖价格远远超出了此前人们对这把小提琴的最高估价。
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In the first part, we will first deal with the strong Bonnesen-style inequality (2.1.3) for closed convex curves in the plane (the numbers of formulae and references are those of them in the context below). Bonnesen had first proved the weaker inequality (2.1.2) in [12] and several years later, he outlined in his monograph [13] various Bonnesen-style inequalities including (2.1.3), he considered, however,(2.1.3) as a direct consequence of Kritikos theorem for convex bodies in higher dimensional Euclidean spaces,. Here, we will give an independent proof of the existence for inequality (2.1.3), and by the way, give an estimate on the width of the bi-enclosing annulus of closed convex curves in the plane.
具体地讲,在第一部分中,首先讨论平面上闭凸曲线的强Bonnesen型不等式(2.1.3)(公式的编号和参考文献的编号引自后面的正文),Bonnesen在文[12]中先证明了较弱的不等式(2.1.2),几年以后,在他的著作[13]中,讨论了多种Bonnesen型不等式,其中包括不等式(2.1.3),不过,他把(2.1.3)作为高维欧氏空间中凸体的Kritikos定理的直接推论,我们这里对不等式(2.1.3)给出独立的存在性证明,并且还对平面闭凸曲线的bi-enclosing环的宽度给出了一个估计。
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Distribution region of EDZ and mechanical behaviors of rock mass are further evaluated by using damage model, and the result shows that damage variable is 0.6-0.8 for damaged zone, 0.4-0.6 for affected zone and 0.2-0.4 for slight affected zone. Finally, the slope excavation softening factor is introduced to Hoek-Brown empirical strength criterion, based on the deficiencies of using Geological Strength Index to estimate the rock mass mechanical parameter of EDZ.
对应实测开挖扰动区的分布范围和形状,可以近似确定开挖损伤区岩体的损伤值约在0.6~0.8以内,卸荷影响区岩体的损伤值约在0.4~0.6以内,轻微扰动区岩体的损伤值约在0.2~0.4以内;由此基于Hoek-Brown经验强度准则,引入开挖弱化因子,结合地质强度指标GSI,进行开挖扰动区岩体力学参数研究。
- 推荐网络例句
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Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.
在对危险的南部地区访问时,他斥责什叶派民兵领导人对中央集权的挑衅行为。
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In fact,I've got him on the satellite mobile right now.
实际上 我们已接通卫星可视电话了
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The enrich the peopling of Deng Xiaoping of century great person thought, it is the main component in system of theory of Deng Xiaoping economy, it is a when our country economy builds basic task important facet.
世纪伟人邓小平的富民思想,是邓小平经济理论体系中的重要组成部分,是我国经济建设根本任务的一个重要方面。