unbiased statistic 中文意思是什麼
unbiased statistic
解釋
無偏統計量-
This paper has three chapters : in chapter two, the method of rescaled range analysis is used to analyze the recent return of the shanghai stock market. we introduced a new unbiased rescaled range statistic r / s * that eliminates effects of short - term dependencies. hurst exponents equal 0. 661 and 0. 643 respectively
本文共分為三章,第一章為引言,第二章對近年來滬市日收益率進行r s分析,由於該法對短期記憶效應敏感,因此介紹了無偏重標極差分析r s ~ * , hurst指數分別為0
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