首先提出了基于高频数据的赋权已实现变差估计量和赋权已实现协变差估计量。
Firstly , a weighted realized variance and a weighted realized covariance which are based on high frequency data are put forward .
以速度的协变分量为求解量，采用同位网格来实现速度与压力的关联。
Non-staggered grid system and velocity covariant are adopted .
协变量