conditional variance
英 [kənˈdɪʃənl ˈveəriəns]
美 [kənˈdɪʃənl ˈveriəns]
网络 条件方差; 条件变异数
双语例句
- In the aspects of conditional mean and conditional variance, the asymmetric adjustment is found for both stock markets.
实证结果支持股票市场对信息存在非对称调整的理论假设。 - The results of conditional genetic variance components showed that the grain filling rate was mainly determined before 18 days after flowering.
灌浆速率后代的分离主要决定于水稻开花后18d之前。 - Maximum Conditional Probability Density Estimation of Extended Networks and Its Estimation Formulae for Variance Components
扩建网极大条件密度估计及其方差分量估计公式 - Common persistence, which discusses long-run equilibrium relationship in conditional variance process, can be viewed as cointegration embodied in two order moments.
协同持续是协整概念在时间序列二阶矩意义上的体现，主要讨论条件方差过程之间的长期均衡关系。 - The state space Kalman filter recursive computation and GARCH model's conditional variance recursive computation are used to estimate the conditional likelihood of parameters. Akaike's minimum AIC procedure is used to select the best model fitted to the data within and between the alternative model classes.
参数的条件最大似然估计应用了状态空间模型的卡尔曼滤子递推和GARCH模型的条件方差递推，模型阶数的选取应用了Akaike的最小化信息矩阵方法。 - In study, We give a ADF test to data. We proxy inflation variability by the conditional variance of inflation generated by GARCH model, and to test the relation of the stock returns and variability, of variability and inflation.
本研究对相关数据进行ADF检验，非平稳数据进行差分平稳处理，通过GARCH模型确定通货膨胀不确定性，然后检验实际股票收益与通货膨胀不确定性、通胀不确定性与通货膨胀之间相关关系。 - Analysis on conditional genetic variance indicated conditional dominant-effect genes expressed strikingly with large variation range during the entire courses of grain filling in early season.
条件遗传方差分析认为，早季谷粒充实的全过程，条件显性效应基因强烈表达，且发育全过程变化幅度较大； - Empirical analysis of hypothesis of market efficiency always is tested by random walk, coefficiency and ARCH class models. ARCH class models can expose conditional time varying variance, clustering and fat tail of distribution of high frequency financial time series.
资本市场有效性假说的实证分析主要有随机游走检验、相关性检验和ARCH类模型检验，而ARCH类模型较好地揭示高频金融时间序列的条件方差时变性、波动集束和宽尾分布现象。 - Some examples about the application of conditional independence to conditional expectation and variance are given.
最后，给出在条件独立的条件下，积的条件期望与和的条件方差的公式。 - In the empirical study we also found the phenomenon of "fat tail" distribution, conditional variance and asymmetric variance of SH180 index return.
此外，在实证分析中，我们也发现并证实了上证180指数收益率存在“厚尾”分布、方差的时变性以及非对称性的风险特征。 - Conditional analysis showed that conditional additive and dominance variance performed fluctuation at different developmental periods. The results indicated that the genes controlling plant height expressed discontinuously and unstably.
在条件方差分析中，条件加性方差和条件显性方差均表现出一定的波动性，表明控制株高性状的基因在整个发育时期并非持续、稳定表达。 - Based on multiplication theorem of probability, an effective approximation is presented to the bi-normal distribution with substituting the original conditional distribution by the standard normal distribution of the same expectation and variance.
本文根据概率乘法定理，利用以条件数学期望和方差为参数的一维正态分布近似代替原来的条件分布，从而得出计算二维标准正态分布函数值的近似公式。 - Time varying conditional variance introduced by the early warning method based on ARCH can make the confidence interval of forecast conform to the fluctuation degree of economy time series, thus the warning limit can reflect actual situations more precisely.
ARCH预警方法引入时变条件方差使预报的置信区间能够与经济时间序列的波动程度相适应，从而使预警限更准确地反映实际状况。 - Conditional variance analysis showed that genes from different genetic system expressed discontinuously in the whole growth period.
条件方差分析表明，在大豆生育期中，各遗传体系的基因间断性表达。 - Results of un-conditional genetic variances showed that there were no additive variance of total lint yield.
非条件遗传方差结果表明，总皮棉产量没有检测到显著的非条件加性效应方差。 - The main results were as follows: The results of conditional genetic variance components showed that the new expression of quantitative genes in endosperm, cytoplasm and maternal plant for protein content of rice was detected at all different filling stages of rice.
各阶段GMP净遗传增量的变化与其观测值的变化基本一致。分析结果表明，胚乳、细胞质和母体植株等遗传体系中控制稻米蛋白质含量性状的基因在4个发育时期均有新的表达； - Furthermore, we construct simultaneous confi-dence bands for the conditional variance, using piecewise constant and piecewise linear splines.
进一步，我们采用常数样条和线性样条构造了条件方差函数的同时置信带。 - The key of the thesis is seasonal time-series model and the ARCH model dealt with conditional variance.
重点介绍的是季节时间序列模型和处理异方差的自回归异方差模型（ARCH）。 - The mean equation reflects the direct impact of fundamental economy factors, the conditional variance covariance equations reflects the spillover effect of exchange rate fluctuations.
其中，均值方程反映各国汇率的直接影响因素，条件方差协方差方程反映各国汇率之间的波动溢出效应。 - Study of Value at Risk ( VaR) found that price range-GARCH model of conditional variance and the mean calculated value at risk VaR can better reflect the rate of return facing the risk.
通过在险价值（VaR）的实证研究发现，极差-GARCH模型条件方差和均值计算出的在险价值VaR能够更好地反映出收益率面临的风险。 - The sum of Model constraint coefficient is approximately equal to 1, indicating that the impact on conditional variance is enduring, which play a early warning role in the future predict.
模型约束系数之和近似等于1，表明条件方差所受的冲击是持久的，这对未来预测起到一定预警作用。 - We examine the long-term impact by building the GARCH ( 1,1) model and adding the dummy variable Dt in the conditional variance equation.
本文通过构建GARCH（1,1）模型并在此模型的条件方差方程中加入虚拟变量Dt来考察印花税调整对股市波动性的长期影响。 - Based on the time series method, the paper studies the nonparametric estimation in the conditional variance function, and applies it to the day-ahead electricity price forecast.
本文在时间序列法的基础之上，研究了条件方差函数的非参数估计方法并将其应用在日前电价曲线的预测中。 - In financial applications, the conventional GARCH model has arguably been the most popular model for conditional variance.
在金融应用中，传统的GARCH模型曾经成为描述条件方差最流行的模型。 - In the simulation, not only have we considered the case that both the conditional mean and variance functions are smooth, but also we have used the examples in which the conditional mean or the conditional variance function is rough.
在模拟中，我们不仅考虑了条件均值函数和条件方差函数都光滑的例子，也考虑了条件均值函数或条件方差函数不光滑的例子。 - The volatility is the conditional variance of return on assets.
波动率是资产收益率的条件方差。 - In the analysis on the relationship between conditional variance of rate of return and volume, discover that volumes have positive influence on conditional variance.
在交易量与收益率的条件方差的分析中，发现交易量对收益率的条件方差都存在着显著的冲击。 - The mode implied that it is positive correlation between asset price volatility and transaction volume, which affects price variance, conditional variance evolves just like traditional GARCH mode.
模型得出，资产价格波动性和交易量正相关，交易量将影响价格变化方差，条件方差的演化类似于传统GARCH模型。 - For instance, we can test whether the conditional heteroscedasticity exists or the conditional variance has the quadratic form.
例如，检验条件异方差是否存在或检验条件方差函数是否是二次函数等。 - The conditional fluctuation of stock returns changes are time-varying, and oil shock has a long time effect on the conditional fluctuation of stock returns 'future variance for most industries.
通过计算各变量的半衰期发现各行业股票收益率的条件波动是随时间变化的，而且石油冲击对大部分行业股票收益条件波动的未来方差存在较长时间的影响。