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The nonlinearity and discrete gradient inherited in CAViaR model is a conundrum for parameter estimation. We take the asymmetric Laplace distribution with scale parameter as the error process; indicate the variance has a minimum positive value when the scale parameter is a constant, conflicting with the distribution of real financial data. Further we estimate the parameters of indirect TARCH-CAViaR model base on Bayesian framework and Markov chain Monte Carlo method. The optimal scale parameter can also be obtained by Markov chain Monte Carlo method.

CAViaR一般模型中递归分位回归方程的非线性和非连续可微性是参数估计的一个难题,基于含有尺度参数的不对称拉普拉斯分布作为误差过程,指出将尺度参数固定为常数会导致不对称拉普拉斯分布随机变量的方差存在最小正值的限制,与实际金融数据分布不符;进而提出采用贝叶斯分析和马尔科夫链蒙特卡罗模拟方法,估计间接TARCH-CAViaR模型的参数,并可获得尺度参数的合理估计。

In Sir Colin Davis the orchestra obtained a chief conductor (1983-92) who was an acknowledged Berlioz specialist and at the same time an excellent advocate of the Vienna Classic and of more recent English modern music. In 1993-2002 Lorin Maazel lead the Orchestra. His efficient, concentrated and precise work made the Symphony Orchestra achieve a level of technical perfection which today makes it rank among the best in the world.

科林·戴维斯爵士在担任乐团首席指挥期间(1983-92)除了是柏辽兹专家,也是古典时期的维也纳乐派和英国现代派音乐的倡导者。1993年至2002年间洛林·马泽尔以高效率,专注,精准的工作态度使巴伐利亚广播交响乐团的水平达到了技术上无懈可击的水平,可称之为当今世界上最好的乐团之一。

But she had been over to call on the Cody girls with her brother, and a deep attachment at once sprung up between the boys, and Billy became the devoted slave of Nannie, making her a horse-hair bridle for her pony, gathering her wild flowers whenever he went over to thejiqingwuyuetian.激情五月天 Vennor farm, and in fact being as devoted in his attentions as a young man of twenty-one could have been.

但她一直在对她的弟弟和一个深情的科迪女孩致电一次涌现之间的男孩,和比利成为南妮专门奴隶,使她的马毛,她小马缰绳,她的野生采集花每当他去了农场的Vennor,实际上是在作为一个年轻人,他20注意力投入一本来。

"Malcolm Guestworked in the publicity department at Paddington and his family have said hewas given most of them, but some he acquired for a very small amount ofmoney."

"马尔科姆·盖斯特曾在帕丁顿的宣传部工作,他的家人此前透露,他的这些藏品大都是免费获得的,但有些是他付少量费用收购的。"

This paper provides a method of image interpretation.This method makes use of the information of last time to modify probability matrix of the target's position.Therefore it reduces the area of image process and impoves the efficiency of arithmetic.

研究了基于马尔科夫链的图像判读方法,该方法通过利用上一时刻的判读信息不断修正目标位置的概率分布矩阵,从而降低图像自动化处理的区域,提高了算法效率,降低了算法的复杂度。

Chief Rabbis Yonah Metzger and Shlomo Amar, as well as the Chief Rabbi of Haifa and Chairman of the Chief Rabbinate Communications Committee Rabbi She'ar-Yashuv Cohen departed Saturday evening November 3, for a series of meetings to clarify to US leaders that the Temple Mount is Judaism's holiest site.

行政拉比Yonah的梅茨格和什洛莫阿马尔,以及作为首席拉比海法和主席的行政rabbinate通讯委员会拉比she'ar - yashuv科恩离开周六晚11月3日,一连串的会议,以澄清美国的领导人认为,庙山是犹太教最神圣的网站。

Martin, or the Turks and Caicos Islands for at least 48 hours, you may bring home, for personal use, up to $800 worth of goods duty-free, as long as you haven't used any portion of the $800 allowance during the 30 days preceding your trip.

如果您是美国居民谁访问了加勒比国家的安圭拉岛,开曼群岛,瓜德罗普岛,马提尼克岛,圣巴特的,圣马丁,或特克斯和凯科斯群岛的至少48小时,您可能会带来主页,供个人使用,高达800美元价值的货物免税,只要你没有使用任何部分$ 800津贴,在30天前你的旅程。

Sand or artificial pearl nuclear in a Pinctada martensl, a shellfish, with overlapping accumulation of the excretive protein film from cells in the inner shell theca and the conjunctiva layer of calcium carbonate.

南珠的形成:南珠是珍珠贝科动物中马氏珍珠贝受刺激物刺激后,外套膜的部分细胞所分泌的壳角蛋白膜和碳酸钙的结薄层交互重叠,围绕着刺激物沉积而成的圆形或其他形状的物体。

Subsequently being not quite so down in the mouth after the two and six he got he informed Stephen about a fellow by the name of Bags Comisky that he said Stephen knew well out of Fullam's, the shipchandler's, bookkeeper there that used to be often round in Nagle's back with O'Mara and a little chap with a stutter the name of Tighe.

21这样,两先令六便士既然到了手,他也就没那么沮丧了。于是他告诉斯蒂芬,在富拉姆船具店当帐房的那个叫作巴格斯。科米斯基的--他说是斯蒂芬的一个熟人,这家伙和奥马拉以及名叫泰伊的小个儿结巴颏子,是内格尔酒吧单间儿里的常客。

Coach Graham Arnold reacted to his team's loss against Iraq by making four changes to his starting lineup and his selections were vindicated when Beauchamp headed a perfectly-weighted free kick from Luke Wilkshire past Thailand goalkeeper Kosin Hathairatanakool.

教练加拉汉马·阿诺尔德对其球队的失利采取了一些措施,对于首发阵容他做出了四处改变,他的选择并没有足够的说服力知道,直到布劳坎普将卢卡·威尔克希尔的精准任意球顶入泰国门将科辛·哈太拉坦安库把守的大门。。

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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

The eˉtiology of hemospermia is complicate,but almost of hemospermia are benign.

血精的原因很,以良性病变为主。