估计理论

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。

It was applied to model and predict the variables of the mycetozoan fed-batch process. The result has shown that the structure of this kind of neural network model is simple, explicable and the convergent speed is much quicker.

为此，结合模糊粗糙集和智能控制的理论，充分利用模糊粗糙集和神经网络两者的优点，提出了一种新型的网络—模糊粗糙神经网络实现对发酵过程的建模和状态估计。

The estimating expression of theory error based on the hardware synchronous sampling measurement is advanced, and the system measuring error is analyzed.

提出了硬件同步采样算法的理论误差估计公式，并对系统测量误差进行了分析。

Combining the principle of generalized Paretodistribution fitting the tail of a distribution with compound extreme value distribution theory, this paper puts forward Poisson-GP compound threshold distribution model, and gives the results estimated by MLE, CMM and PWM respectively.

论文结合广义Pareto分布拟合底分布尾部的原理与复合极值分布理论，构建Pois(来源：A0e1e1eBC论文网www.abclunwen.com)son-GP复合超阈值分布，并给出了极大似然法、复合矩法和概率权矩法的估计结果。

Interval estimation problem of sample extremes is not yet solved in classic extreme value theory.

传统的极值理论尚未很好地解决一组样本的极大值和极小值的区间估计问题。

We estimate the total operational loss distribution with the method combining extreme value theory and simulation method.

本文利用极值理论和蒙特卡洛模拟相结合的方法对我国商业银行操作损失整体分布进行估计。

Based on the fiducial inference, the author proposed the prior distribution of environmental factor.

基于信仰推断的理论，得出环境因子的先验分布，进而对环境因子进行Bayes估计。

Much work has been done in the field of bounding eigenvalues and condition numbers, but the support theory is a new conception.

在估计特征值和条件数的界的研究领域，虽然已经有了很多的研究成果，但是支持理论还是一个全新的概念。

Finally, to explain the advantage and shortcoming of nonparametric analysis and parametric analysis, and introduce some main shapes of nonpametric regression model: Fourier series, kernel estimators, and spline smoothing. In the meantime, we give the approximate theory and approximate distribution theory of these methods.

阐述了非参数回归分析和参数回归分析的优缺点，介绍了非参数回归模型的几种主要形式：富氏级数，核估计量和样条平滑，给出了这些方法的逼近理论和逼近分布情况。

Fractional integral is an essential branch of fractal theory. In this paper, the authors adopted fractional integral in the evaluation of time series dimension, which has a higher accuracy than other methods such as box dimension, gauge method and so on.

分数阶积分是分形理论的一个重要分支，应用分数阶积分进行时间序列维数估计，其精度比box维数、量规法等方法高。

In the United States, chronic alcoholism and hepatitis C are the most common ones.

在美国，慢性酒精中毒，肝炎是最常见的。

If you have any questions, you can contact me anytime.

如果有任何问题，你可以随时联系我。