参数估计

The purpose of the research is to price the GARCH options without risk neutral assumption and the specification of state price density per unit probability. The FHS with calibration is employed to estimate risk neutral parameters.

本研究目的系探讨在非常态与无特定分配设定下的GARCH选择权定价，透过状态价格机率分配及其校正，即可估计风险中立下的校正参数。

Sset future prices can be forecasted with filtering historical simulation by drawing from standardized residual density. The problem of inappropriate risk neutral assumption could be resolved by the calibration from density transformation. The transformation is to identify the state price density per unit probability through the parameter re-estimation by minimizing the mean squared error of market and model prices.

bstract：使用残差机率分配抽样的过滤历史模拟法可以作为未来资产价格的预测，而风险中立假设不适当的问题则可透过风险测度的转换予以解决，该转换过程系将市场价格与模型价格的均方差极小化求得估计校正后的新参数，作为状态价格机率分配的转换机制。

In the work, employing a function with four undetermined parameters to model the source wavelet, an analytical relation between Q-factor and envelope peak instantaneous frequency is derived from the theory of one-way waves propagating in an anelastic medium; at the same time, a method for extracting instantaneous frequency in wavelet domain is developed for improving the precision and anti-noise performance of IF estimation, and based on these, a method called EPIF in wavelet domain is proposed for estimating Q-factor of VSP data.

本文采用一个具有4个待定参数的函数去逼近震源子波，利用黏弹介质中单程波传播理论推导出了地震子波包络峰值处瞬时频率和品质因子之间的解析关系；同时，为提高瞬时频率的估计精度和抗噪性能，在小波域中发展了一种计算瞬时频率的方法，并在此基础上提出了估算VSP资料Q值的方法，简称小波域包络峰值处瞬时频率法。

According to the characteristics presented by armed helicopters during cruising or searching for ground targets, this paper has established the mean-square deviation stationary random model of helicopter tracks. It is an important method to decorrelate the measure noise by estimating the parameters of the color noise online. Kalman filtering and forecasting have been made with helicopter tracks. The simulated study has been carried out on helicopter tracks under the condition of color noise. It is very difficult to get an accurate and reliable prediction when the data is very limited. The paper make use of the theory of grey system to resolve the problem of prediction of helicopter tracks, establishing the GM model of grey systems and the cumulative residual error model of n degree, then correcting the GM forecast model. In the period of sampling, GM model and residual error model have been established on line to improve prediction precision.

结合武装直升机在巡航或搜索地面目标的特点，给出直升机航迹模型为协方差平稳随机模型，在线估计有色噪声参数，对测量噪声去相关，对直升机航迹进行卡尔曼滤波与预估，最后对有色噪声条件下的航迹进行了仿真研究；在数据非常有限的情况下，准确地预测又很困难，本文提出了用灰色系统理论解决直升机航迹预测问题，建立了灰色系统GM预测模型和n次累加残差模型并对GM预测模型进行修正，在每个采样期间内，实时在线建立GM预测模型和残差模型以提高预测精度。

A new method for extracting the parameters of unknown Frequency Hopping signal is proposed based on reassignment SPWVD.

提出了一种基于重排平滑伪Wigner-Ville分布的未知跳频信号参数盲估计方法。

One is with the Recursion of Observation Equation Numbers, the other is to derive the EMBET Expressions in the Processing of Trajectory Measurement Data with the Recursion of Equation Parameter Numbers.

一类方法是随着观测方程个数的递推；另一类方法是随着方程参数个数的递推，它能够推导出关于外弹道测量数据处理的"最佳弹道估计"法的表达式。

Researchers continue to examine various distributions, methods of estimation of parameters, and problems related to regionalization.

研究人员继续检查各种各样的配给，参数的估计的方法，并且问题与regionalization有关。

A dynamic catalyst coking model and multi-variant linear regression model are used to estimate the parameters of catalyst coking model.

提出了采用动态结焦模型以及新鲜催化剂结焦速率的线性回归模型来估计结焦模型参数的方法。

Non-linear regression technique was used to estimate the parameters k and n of semi-empirical Page s equation Eq.

非线形回归技术被用来估计参数K和N的半经验一页S方程（等式（ 1 ））对于给定干燥条件（表1 ）和健身显示在图。

In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential in tegral mart in gale difference.

摘要本文研究了误差项是鞅差序列，且满足某种指数矩条件的非参数回归函数的估计。

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。