conditional variance 中文意思是什麼
conditional variance
解釋
條件方差- conditional : adj 1 帶有條件的，有限制的；視…而定的。2 【語法】條件的，假設的。3 引起條件反射的。n 【語法】條件...
- variance : n. 1. 變化，變動，變更；變度，變量；【統計】（平）方（偏）差。2. （意見等的）相異；不和，沖突，爭論。3. 【法律】訴狀和供詞的不符。
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From results we know that correlation of return time series is not obvious, but correlation of the square time series of return, i. e., variance time series, is clear. so we use garch model to estimate conditional variance, and calculated parameters in model by the way
應用相關性分析，得出了收益率序列之間不存在明顯的序列相關性，而收益率平方序列存在顯著的相關性，即方差序列存在相關性，因此我們使用g刁rch模型建模來估計條件方差，計算出了模型中的相應參數 -
Then we give the necessary and sufficient condition under which the optimally weighted ls estimate is identical to thu conditional mean of the parameter given input and observation, i. e., the optimally weighted ls estimate could be optimal nonlinear estimate in the minimum variance sense
在方差陣可逆的條件下，我們發現最優加權最小二乘估計優于線性最小方差估計，進而得到了其與最小方差估計（即條件均值估計）等價的充要條件。 -
The concept of arch, which stands for autoregressive heteroscedasticity, was first introduced by engle ( 1982 ) to handle time series with a changing conditional variance
具有自回歸條件異方差（ arch ）的時間序列模型，首先是由engle （ 1982 ）提出，這類模型在金融和經濟領域有著廣泛的應用。
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