查询词典 lag covariance

At last, extends realized volatility based on high-frequency data to realized covariance matrix based on multivariate high-frequency data.

接着，实证研究了上海股市的"已实现"波动和调整"已实现"波动的特性，并针对调整"已实现"波动的长记忆性和"杠杠"效应建立了 ARFIMAX 模型。

Based on the high-frequency data, the realized volatility and realized covariance matrix was introduced systematically.

系统介绍基于高频交易数据的"已实现"波动率及由它拓展而来的"已实现"协方差矩阵。

In this thesis, an adaptive tracking technique based on the Kalman filter will be proposed. This proposed method is focus on the development of error covariance matrix.

在这篇论文中将提出一个适应性寻迹的技术，此技术运用卡氏过滤理论为基础，并著眼於误差共变数矩阵的发展。

Traditional multivariable analysis method, for example, principal component analysis method and factor analysis method, are common in calculating the mean vector, the covariance matrix of sample and other variables.

摘要传统的多元统计分析方法，如主成分分析方法和因子分析方法等的共同点是计算样本的均值向量和协方差矩阵，并在这两者的基础上计算其他统计量。

This paper focus on establishing a set of self-contained theory system on robust estimation by changing the covariance matrix of observations.

本文致力于建立一套基于调整观测量协方差阵的稳健最小二乘估计理论。

For the constraint system of covariance matrix being uncertain, a robust moving horizon estimation strategy is discussed.

针对噪声方差不确定的约束系统，讨论了一种鲁棒滚动时域估计方法。

Objective To study the effect of covariate imbalance on analysis of covariance.

目的 探讨协变量的不均衡对协方差分析的影响。

Significance and application of covariance functions are discussed.

对协方差函数的意义和应用做了讨论。

The point in the thesis is to set up the covariance index number model.

本文的重点是构建统计指数模型。

The theoretical foundation of the covariance is pertinence of system theory.

协变性的理论基础是系统原理中的相关性。

More direct, directer ; most direct, directest

径直的，笔直的

Do you know how to use a chain saw?

你知道如何使用链锯吗？