We also get an index measuring dynamic investment value of the risky asset,which can reflect the impact of serial correlations of re.
以动态均值-方差模型研究基于收益序列相关的投资组合选择。
This paper uses the main trade contracts of three commodity futures markets in China as the research sb- jects,carries out the empirical analysis on the futures earning ratio by means of unit root test and serial correlation test.
现以我国三个商品期货市场的主要交易品种合约为研究对象,运用单位根检验、序列相关检验对期货收益率进行实证分析,其结果表明我国所有期货品种的价格时间序列满足一阶单整过程,棉花、铜期货品种的收益率时间序列服从随机游走过程,而大豆、豆粕、天胶、硬麦四个期货品种的收益率时间序列存在3阶自相关,我国商品期货市场整体上尚未达到弱式有效。
Heteroscedasticity and serial correlation are theoretically analyzed on their inconsistency with the important assumptions of the econometric models.
通过分析两种违背计量经济模型基本假设的异方差和序列相关问题,以最小二乘法为主要方法,提出多种新型参数检验和参数修正的方法,从而提高计量模型的合理性和预测的有效性。
The correlation sequences play an important role in the modern communication system and get more and more important with the development of communication technology: good autocorrelation property of the sequence in a communication system can improve the performance of the detector and a communication system can resist against the interference between codes if the used codes have.
本文对包括巴克码,m序列族,高斯白噪声序列,混沌序列在内的几个相关序列的产生,相互关系进行了介绍,重点分析并比较了它们的相关性。
The experimental results show that the proposed discrete Hopfield neural network can be used to simulate complex nonlinear functions,and the period,0 and 1 equalization and sequence correlation properties of the output sequence can meet the requirements for the stream cipher design.
利用离散Hopfield神经网络生成的序列密码,对图像信号进行加密和解密的实验研究表明,该网络可 模拟复杂非线性函数,使输出序列的周期性、0与1平衡性和序列相关性等均满足序列密码设计要求,而且并行运算 速度快,有利于数字电路实现。
Algorithm for single machne schedule with sequence dependent setup to minimize maximum tardiness;
单机序列相关Setup最小化最大拖期算法
On the Smarandache auto correlated sequences;
关于Smarandache自相关序列
A review of the study of correlation structures of DNA sequences and the analysis of human genome sequences;
DNA序列相关性结构研究综述及人类基因组序列相关性分析
Algorithm for single machne schedule with sequence dependent setup to minimize maximum tardiness
单机序列相关Setup最小化最大拖期算法
Shape Measurement by Digital Speckle Temporal Sequence Correlation Method
数字散斑时间序列相关三维面形测量方法
The Research of Multiphase Orthogonal Sequence and Complete Complementary Sequence;
多相正交序列的相关性及完全互补序列的研究
Polyphase Periodic Sequence and Search of Better Sequence Series;
多相序列及其具有良好的相关特性的序列搜索
Optimal Frequency Hopping Sequences: Auto-and Cross-Correlation Properties;
最优跳频序列：自相关和互相关性质
sequences, or detecting events linked over time;
序列，即探测随时间相关连的事件；
Isolation and Analysis of the cDNA Sequences for Blue Endosperm in Wheat;
小麦蓝色胚乳相关cDNA序列的分离鉴定
Cloning and Analysis of Diseases Resistance-Related Sequences in Melon;
甜瓜抗病基因相关序列的克隆及分析
Research on the Patent Protections of Gene Sequences and Related Issues;
基因序列的专利保护及相关问题研究
Binary Pseudorandom Sequences with Good Autocorrelation
具有良好自相关性的二元伪随机序列
Study on the Correlation Properties of Sequence Pair and the Ternary Signal Pair
序列偶相关性与三元信号偶理论研究
The Periodic Autocorrelation Function of Pseudorandom Sequences over GF(q)
GF(q)上伪随机序列的周期自相关函数
Parameter Estimations of Multi-Dimensional Correlation Coefficient Stationary Series Based on MCMC
基于MCMC的多维相关系数平稳序列
Exploitation of SNPs Related to Growth Traits of Common Carp (Cyprinus carpio L.)Based on EST Sequences
基于EST序列的鲤鱼生长相关SNP发掘
Logarithm Theorems for Negatively Dependent Random Sequences
负相关随机变量序列的对数律(英文)
Order Selection of Autoregressive Model in Simulation of Correlated Gauss Sequences
AR模型仿真相关高斯序列的阶数选择
The Research and Application of Partial Correlation Property of LS Sequences
LS序列部分相关特性研究及其应用