1) confidence interval of mean
均值的置信区间;均值的置信区间
3) confidence interval for predicted
预计值的置信区间
4) average confidence interval
平均置信区间
5) sectional mean
区间均值
1.
Supposing that the conditional mean in conditional volatility model is in a section, this paper proposes a sectional mean GARCH model and its asymmetric form based on the general GARCH model.
本文以GARCH模型为基础,假设条件均值为一个区间,建立了基于区间均值的GARCH模型及其非对称形式,并讨论了该类模型的估计方法。
2.
This paper classifies the innovations of financial markets into news-driven and no-news-driven innovations,and proposes a new type of asymmetric GARCH model,sectional mean GARCH(SM-GARCH).
本文将金融市场的冲击(innovations)分成有信息冲击和无信息冲击,构建了一种新的非对称GARCH类模型,区间均值GARCH模型(sectional mean GARCH,SM-GARCH)。
6) confidence intervals for density
密度的置信区间
补充资料：预计
1.事先估计或计算。
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