1) Martingale Difference
鞅差分
1.
Martingale Difference Test for Weak Efficiency of RMB FX Market;
人民币外汇市场弱式有效性的鞅差分检验
2) martingale difference
鞅差
1.
In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference.
本文研究了误差项是鞅差序列,且满足某种指数矩条件的非参数回归函数的估计。
2.
Let{z_t,F_t;t∈Z} be a sequence of martingale differences,σ>0,E(z~2_tF_(t-1))=σ~2 a.
设{zt,Ft;t∈Z}为鞅差序列,存在σ>0,使得E(zt2Ft-1)=σ2,a。
3.
In this paper,we consider the power series with random coefficients S(β) = ∑o∞βkXk for 0 < β < l,where {Xk,F, k ≥ 0} be a martingale difference sequence difined on a probability space (Ω,F,P),We prove that if |Xk|≤c and E(Xk2|Fk-1) = l,then the following law of the iteratedlogarithm holds
设{X_k,F_k,k≥0}是(Ω,F,P)上的鞅差序列,在本文中我们讨论了以{X_k}为系数的幂级数S(β)=∑_(k=0)~∞β~kX_k,当β↑1时的渐近行为。
3) martingale difference sequences
鞅差序列
1.
This paper,uses the property of being uniformly integrable to truncate the random variable sequences,and under the condition of φ(x)x↑,φ(x)x2↓,obtain a weak law of large number of martingale difference sequences by the weak convergence theorem.
通过使用一致收敛性对随机变量序列进行截尾,并借助随机变量序列的弱收敛定理,在φ(xx)↑,φ(x)x2↓的条件下给出了一个鞅差序列的弱大数定律。
2.
We use least squares and least neighhor weight function to define the estimations and (t) for parametric β and nonparametric g(t) of semiparametric regression model, and obtain their r th mean consistency under martingale difference sequences.
利用偏残差法并综合最小二乘法,给出了半参数回归模型中参数β和非参数g(t)的^β、^g(t),在误差为鞅差序列时,得到了^β、^g(t)的r(r≥2)阶矩相合性。
3.
Positively associated random variables (PA) and Martingale difference sequences arevery important cases in the dependent random variables.
精确渐近性是随机变量加权级数性质的拓广研究，Gut等人在这个方向上做了很多贡献，本文在一定的条件下把Gut和Sp(?)taru的结果推广到PA与鞅差序列的情形。
4) martingale difference sequence
鞅差序列
1.
The extension and application of convergence theorem about martingale difference sequence;
鞅差序列收敛定理的一个推广及应用
2.
Convergence rate of the parametric estimate of the regression model of half-paramter under error being martingale difference sequence;
误差为鞅差序列的半参数回归模型参数估计的收敛速度
3.
Presents some results for weighted sums of multidimensionally indexed and stochastically dominated random variables using orthogonality of martingale difference sequence, which extend the related results of AndrèAdler and Andrew Rosalsky.
利用鞅差序列的直交性质，推广了单指标随机拄制随机变量加权和的结果，给出了多指标随机控制随机变量加权和的极限定理。
5) martingale difference
鞅差序列
1.
In this paper we generalize Bernstein inequality of t he sequence of independent random variables to the martingale differences, then we give an application of this inequality.
本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形,给出该不等式的一个应用,并在一定条件下证明了非参数回归中函数估计的强相合性。
2.
Firstly a limit theorem for the average of the function of arbitrary k variables of the nonhomogeneous Markov chains is established by the convergence theorem for the martingale difference sequence.
首先应用鞅差序列收敛定理给出了关于非齐次马氏链的任意k元函数一类平均值的极限定理。
6) martingale differences
鞅差序列
1.
Laws of large numbers of weighted sums of real-valued martingale differences;
实值鞅差序列配重和的大数定律
2.
The Euler’s law of large numbers for a real valued martingale differences;
实值鞅差序列的Euler大数定律
3.
Where {Ψ(ε t)} are martingale differences.
设线性模型ｙｔ＝θ１ｘ１ｔ＋…＋θｐｘｐｔ＋εｔ，ｔ＝１，２，…，Ｎ，θＮ是θ＝（θ１，θ２，…，θｐ）Ｔ的Ｍ－估计，Ψ（εｔ），Ｆｔ｛｝是鞅差序列，Ｆｔ是σ－代数，且ＦｔＦｔ＋１，ｔ＝１，２，…。
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条