查询词典 stationarity

In this chapter, not only Extensed ACD Model, which took higher-order moments、 strict stationarity、 geometric ergodicity and a-mixing property with exponential decay as its sufficient and included most of the present forms of ACD Models was expounded, Box-Cox transformation was carried out by figurate the parameter of ?

尽管关于ACD的实证研究已经十分丰富，却很少有人把注意力放在条件期间模型设定的测试上，本章探讨了关于ACD模型统计性质研究的最新成果，并研究采用两步法来测试条件期间模型的误差项的分布，第一步包括通过QML估计条件期间过程，以获得误差的一致估计；第二步衡量基准密度的参数和非参数估计与残差的风险率函数之间的紧密度。

From the point of practice and dvelopment, how to impove the ability of credit risk management for Yinchuan city commercial bank is discussed surrounding the client raiting and credit extention, measures of credit risk, management strategies of credit risk, conclusions of the paper are listed as the following:Through positive analysis, the current methods of client rating and credit extension is simple and convenient for application, there are four disadvantages in index system of it: non-customer subdivision, non-consideration factors on industrial risks, larger quantitative indicators ratio, non-consideration factors on affiliated enterprise risk, and some corrective measures are put forward to solve it, customer subdivision, factors-added on industrial risks, set stationarity indices ratio in reason, factors-added on affiliated enterprise risk; From the point of development, Based on the technology of Value-at-Risk and CreditMetrics model we discussed the methods of credit risk analysis and measurement and gave the example of how to calculate the VaR value of individual loan and combined loan; This paper probes into the strategies which raise the ability of credit risk management for Yinchuan city commercial bank from five aspects, including strengthen the inner control, improve the technique level of risk management through information technique, solve the problem of non-performing loan, adjust the credit orientation and structure, foster credit culture with its core based on risk control.

从实践和发展的角度出发，围绕客户评级授信、信贷风险测量、信贷风险管理策略三个方面，就如何提高银川市商业银行信贷风险管理水平展开研究，得出以下结论：通过实证分析，银川市商业银行现有的客户评级授信方法具有方法简单、易于推广的优点，但客户评级授信指标体系具有客户分组不细、未考虑行业风险因素、定量指标占比过大、未考虑关联企业风险因素的缺点，应通过细化客户分组，增加行业风险因素指标、合理设定定性指标比重、增加关联企业风险评价指标等措施进行改进；从发展的角度出发，在基于VaR框架和CreditMetrics模型技术的基础上，探讨了银川市商业银行信贷风险分析和度量的方法，给出了采用CreditMetrics模型技术计算单笔贷款、组合贷款VAR值的例子；从五个角度探讨了提高银川市商业银行信贷风险管理能力的策略和手段，包括强化信贷风险内控管理机制、利用信息技术提高信贷风险管理技术水平、综合治理化解不良资产、调整信贷结构、建立以风险控制为核心的信贷文化等对策。

First,owing to the wide range of use of WeibuU distribution,we propose the Weibull MTD model,which has improved the MTD model based on Gaussian distribution in some thick-tailed cases;Second,some stationarity properties of the model are discussed;After that,we apply the standard EM algorithm to mixture models to get the estimation equations and then expose bootstrap method to calculate confidence region of the parameters;Finally,some simulations and an example are analyzed in detail,which show that when analyzing nonstandard date,such as financial date,insurance date and so on,it is more proper for estimation to use the Weibull MTD model than the Gaussian MTD model.

首先给出基于Weibull分布的混合转移分布模型的一阶与k阶平稳的充分必要条件；接着，应用EM算法，得到了参数的极大似然估计及它们的标准误差；然后，应用Bootstrap方法，得到了参数的置信区间；最后，通过模拟与实例分析，说明该模型在分析来自金融、保险等某些厚尾分布的数据时，在参数估计方面的表现优于高斯混合转移分布模型。

It has been put forward that there exists single Ball point and double Ball points on the symmetrical connecting-rod curves of equilateral mechanisms.

从鲍尔点的形成原理出发，分析对称连杆曲线上鲍尔点的产生条件，提出等边机构的对称连杆曲线上有单鲍尔点和双鲍尔点。

The factory affiliated to the Group primarily manufactures multiple-purpose pincers, baking kits, knives, scissors, kitchenware, gardening tools and beauty care kits as well as other hardware tools, the annual production value of which reaches US$ 30 million dollars.

集团所属工厂主要生产多用钳、烤具、刀具、剪刀、厨具、花园工具、美容套等五金产品，年生产总值3000万美元，产品价廉物美、选料上乘、质量保证，深受国内外客户的青睐