参数估计

Considering the low effective of GARCH model for high frequency data,the nonparametric method is adopted to estimate the value at risk of high frequency data.

文章在GARCH模型对高频数据低效的情况下，从非参数的角度给出风险价值一个相合估计量，这个估计量不依赖于总体分布。

A new kind of algorithm, which is based on Dirac δ-Function, is established by Nonstandard Analysis for M/G/1 queueing system performance gradient estimation with respect to a kind of probability parameter.

新算法在实现过程中需要用样条函数来近似δ函数，但可以同时估计M/G/1排队系统中顾客期望系统时间和忙期期望长度对概率参数的梯度。

Experimental results show that dynamic modeling by numerical differentiation is effective even if there is noise of definite magnitude in the measurement data.

计算结果表明，即使在测量数据中混有一定水平的随机干扰，只要合理选择参数，也能得到较高准确度的估计结果，说明该方法是一种行之有效的建模方法。

The time-domain equivalent matching can acquire on-line data of input and output, considering the influence of nonlinearities in the system, and the on-line estimation of equivalent parameters is given, it has more practical value than the frequency-domain method.

相对于频域等效系统方法，时域低阶等效系统方法可以在线采集系统的输入及输出数据，充分考虑各种非线性因素的影响，在飞机飞行品质评价时，对等效系统相关参数进行在线估计，具有较强的实用价值。

Using these parameters the balance point of the equivalent system is fast estimated and the stability margin of the equivalent system DVn can be fast calculated in on-line mode, thus the DVn can be used to quickly pre-estimate system stability.

结合这些参数在线快速估计等值系统的平衡点以及在线快速计算等值系统的稳定裕度DVn，并利用DVn快速预估系统的稳定性。

Calculate way 1: Inside it the parameters number have already known, the unknown X of the square equations , can pass to push the estimate of with following calculate way: Among them α=0.95 ～ 0.99 for forgetting the factor, mean the oushifan number, block diag to mean to divide an opposite angles matrix .

算法1：当中参数已知时，方程的未知数X，可用如下算法递推估计：其中α=0.95～0.99为遗忘因子，表示欧氏范数，block diag 表示分块对角阵。

With this approach,the selection of weights and the estimation of approximation order simply depend on a parameter w.

该法适用于任意次数的有理Bezier曲线/面、任意的控制多边形/网格，权因子的选择和逼近度的估计都只依赖于一个参数w。

Nonparametric regression model ; orthogonal sequence estimation ; prediction

非参数回归模型；正交序列估计；预测

As to nonparametric and semiparametric regression models, the most widely used regression methods include, spline method(such as smoothing spline, penalized spline and so on); local smoothness, such as Nadaraya-Watson kernel estimate, Gasser-Muller estimate, local polynomial method; the third is orthogonal series, including Fourier series and so on.

所以三次光滑样条应用比较广泛。本文应用三次光滑样条方法来估计单指标部分线性模型中单指标参数和变系数部分线性模型中的函数系数。

This paper studies its application on multipath searching without a priori knowledge of channel parameter space.

研究了Teager-Kaiser能量算子在信道估计多径搜索中的应用，该方法不要求对信道参数空间的先验知识。

But we don't care about Battlegrounds.

但我们并不在乎沙场中的显露。

Ah! don't mention it, the butcher's shop is a horror.

啊！不用提了。提到肉，真是糟透了。