片语

conditional heteroscedasticity条件异方差的

heteroscedasticity testing异方差

mixed heteroscedasticity[统计]

heteroscedasticity regression异方差回归

heteroscedasticity test异方差性检验

phased heteroscedasticity阶段异方差

conditonal heteroscedasticity条件异方差

Multiplicative heteroscedasticity乘法性非均齐变异性

pure heteroscedasticity纯异方差

英汉例句

• the heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters, the standard deviation and their covariance are also given.

  文中建立了异方差回归方程，给出回归系数和标準差的最佳无偏整体估计及其协方差矩阵。

• however, in practice many parameters do not satisfy those hypothesized distribution. in order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

  但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。

• the mean shift outlier model(msom) and the case deletion model(cdm) with heteroscedasticity were developed in order to detect outliers in linear regression models with heteroscedasticity.

  为了诊断具有异方差的线性回归模型的异常点，建立了具有异方差的均值漂移模型和数据删除模型。

• chapter iv: examines the results and contains the sensitivity analysis with focus on possible heteroscedasticity problems.

  第四章讨论了实证结果，并对实证结果进行了敏感性分析，尤其是考虑了异方差现象。

• the serial data of the return in shanghai stock market have obvious heteroscedasticity phenomena;

  上海股票市场收益率序列的波动具有显着的异方差性；

• in this paper, a new model—transmissibility function model with conditional heteroscedasticity is proposed, and its conditions as well as the fitting and forecasting effect have been studied.

  本文对残差具有异方差性的传递函数模型提出了一种新的模型——条件异方差传递函数模型，并对建立此类模型的条件和拟合及预测效果进行了研究。

• volatility in the article is the variance of asset return, which varies with time going, and this is also called heteroscedasticity in econometrics.

  本文所研究的这种波动性指的是资产收益的方差随时间不断变化，这在计量经济学中称之为异方差问题。

• one kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.

  应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。

• frequent volatility is a feature of stock market. autoregressive conditional heteroscedasticity (arch) model is often used to forecast the variance of the benefit of financial capitals.

  股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。

• we find that the price in china「s economy is symmetric and has conditional heteroscedasticity in the period of expansion and recession.

  我国价格水平变化具有一定程度的对称性，但在通货膨胀和通货紧缩阶段具有不同的波动性。

• therefore, evaluation could be carried out by means of generalized autoregressive conditional heteroscedasticity (garch), which could make hedge ratio vary with time.

  因此，评估可由广义自回归条件异方差（garch模型），这可能使避险比率意味着出随时间变化。

• this thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.

  本文分两节对门限自回归模型中自回归条件异方差的广义谱密度检验进行了讨论。在第一节中，我们介绍了广义谱密度检验。

• as in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.

  和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。

• according to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.

  根据前人的研究成果，文章提出非定式权函数理论，并以非定式权函数对不同异方差性的分组数据开展研究。

• in order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

  但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。

• considering the time variation, heteroscedasticity and tail characters of market risk and liquidity risk, garchevtmethod is used for the modeling of these properties.

  针对市场风险与流动性风险的时变性、异方差性和尾部特点，利用garch-evt方法进行建模。

• this paper proves the elasticity of china」s exchange market under interference after the asian financial crisis by adopting autoregressive conditional heteroscedasticity (arch) model.

  本文通过自回归条件异方差（arch）模型证明了亚洲金融危机后中国汇市在干预下的弹性。

• this paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (arch) model under restriction.

  研究序约束条件下自回归条件异方差（arch）模型的统计推断。

• the generalized autoregressive conditional heteroscedasticity (garch) model has the ability to describe the volatility of time series.

  广义自回归条件异方差（garch）模型具有描述时间序列波动性的能力。

• chapter 3 investigates the tests for heteroscedasticity and correlation in longitudinal data model with exponential correlation covariance structure.

  第三章研究了具有指数相关的纵向数据模型中异方差和相关系数齐性的检验问题。

• chapter 2 studies the tests for heteroscedasticity and correlation in longitudinal data model with uniform correlation covariance structure.

  第二章系统讨论了具有一致相关的纵向数据模型中异方差和相关性的检验问题。