矩估计法

  • 网络method of moments;moment estimate;Moment Estimation;Square Estimation;Moment method of estimation
矩估计法矩估计法
  1. 利用矩估计法,给出了双重时序模型AR(1)MA(1)的参数矩估计。

    About doubly time series model AR ( 1 ) MA ( 1 ), this paper presents moment estimator on the parameters by using the method of moments .

  2. 其次介绍广义Lambda分布的两种参数估计方法&矩估计法和非线性最小平方估计法,并用MonteCarlo模拟试验对这两种方法进行比较。

    Secondly , two methods for estimating the parameters of the generalized Lambda distribution are proposed : method of moments estimation and nonlinear least squares estimation method . Then they are compared with each other by using Monte Carlo Simulation Test .

  3. 在假定平稳的条件下,分别用矩估计法,MCMC(?)估计法,以及用于模型ARMA的极大似然估法对模型BL(2,0,1,1)的参数进行了估计。

    On the assumption that under stationary conditions , respectively the moment estimation method , the MCMC estimation method , and used to model ARMA linear estimation of the maximum likelihood estimation method are being on model BL ( 2,0,1,1 ) of the parameter estimation .

  4. 一类非线性参数模型的广义矩估计法

    GMM Estimation and Asymptotic Property of a Nonlinear Parameter Model

  5. 首先给出了右截尾样本矩估计法。这部分给出了一种新技术来估计实验误差的方差。

    This part presents a new technique to estimate the experimental error variance .

  6. 接着利用系统广义矩估计法构建了企业成长与盈利能力关系模型。

    , we use the System-GMM method to construct the relationship model between the growth of firm and profitability .

  7. 最后,用两个数字实例对矩估计法和非线性最小平方估计法加以具体的说明。

    Finally , two numerical examples are given to illustrate the methods of moments estimation and the nonlinear least squares estimation .

  8. 通过对正态的名义变量的等级量化,用矩估计法给出了一个计算多系列相关系数的一般公式。

    The present paper presents a general formula of calculating multiple-series relevant coefficient with the method of matric estimation through evaluation of the nominal variables .

  9. 静态模型采用了个体固定效应模型,动态模型采用了广义矩估计法。

    In the design process of the empirical method , we use the individual fixed effects model in static model and GMM estimation method in dynamic model .

  10. 在分析广义矩估计法和极大似然法原理和方法的基础上,采用上海证券交易所国债回购利率数据对这两种估计方法在动态利率模型估计上的实证效果进行检验。

    By using the dynamic model of the interest rates , two different estimation methods based on Generalized Method of Moments and Maximum Likelihood Estimation were introduced to estimate the parameters of dynamic models from discretely sampled data .

  11. 第三,实证分析人口老龄化与国内生产总值的相关关系,广义矩估计法分析人口老龄化与储蓄、消费、净出口和政府购买四方面的相关关系。

    Third , the empirical analysis the relationship between the population aging and gross domestic product value , GMM estimation method analysis the relationship between the population aging and saving , consumption , net exports and government purchase .

  12. 提出了两个正态分布的混合分布参数估计的新方法,包括矩估计法和信息矩估计法。后者可根据前馈信息的不同而分成3种。

    New methods for the estimation of parameters in a mixture of two normal distributions were proposed , including the Moment Method of Estimation and the Information-Moment Method of Estimation , which could be distinguished into three kinds according to the difference in feedforward information .

  13. AR模型的修正矩估计建模法

    Modified Yule-Walker Algorithms for AR Modeling

  14. 文中给出权重的矩法估计法和多元回归估计法,以高职高专院校人才培养工作水平评估为例给出一、二阶综合评判法的应用。

    This paper introduces the methods of weighted moments estimation and multivariation regression estimation , then , takes an example of the talents-training level assessment at h.

  15. 其中矩特征估计法是最早的用于自动识别的方法,这种方法以基带信号的矩特征作为不同调制类型的识别特征。

    Moment estimation method , which is one of the first for the automatic recognition method , classifies different modulation types by there base-band signal moment .

  16. 二阶和四阶矩信噪比估计法研究

    The research of the SNR estimation algorithm using second-order and four-order moments