Finally, Bayesian Wishart Autoregressive model is applied for depicting the time-varying correlation coefficient and discussing the volatility spillover effects between the stock market and the precious metal futures market.

  • 最后,利用贝叶斯Wishart自回归模型刻画了贵金属期货市场与股市的时变相关系数,并讨论的市场间的波动溢出效应。
  • 来源:互联网摘选更新时间:2026-07-01 10:55:08

  • 重点词汇
  • volatilityn.挥发性;挥发度;反复无常;
  • time-varying随时间变化;时变
  • correlationn.关联,联系;
  • betweenprep.在…之间;介于…之间;往返于;共享;一起;
  • effectsn.效应;影响;结果;(艺术家或作家所要创造的特定)外观,声响,印象,效果;动产,财物,家财;个人财产;
  • autoregressive[计][修]自回归;
  • andconj. 和;与;而且;于是;然后
  • depictingv.描绘,描画( depict的现在分词 );描述;
  • 相关例句
1、

We find that using a time-varying correlation coefficient Copula function to calculate optimal hedging ratio can get the hedging portfolio with smaller value of LPM than the traditional methods.

发现使用具有随时间变化的相关系数的Copula函数估计得到的最优套期保值组合比传统的方法估计得到的最优套期保值组合有更小的下偏矩。

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2、
3、

Solving time-varying periodic coefficient Riccati differential equations via Fourier series and precise integration method

基于Fourier级数的时变周期系数Riccati微分方程精细积分

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4、

Its equation of attitude motion has the form of first circulating integration and is to be deduced a first-order equation while equations of vibration are linear, time-varying coefficient, two order differential equation.

其姿态运动方程是一次循环积分的形式,成为一次方程,而振动方程则是一组时变系数线性二次微分方程。

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5、

The frictional coefficient plays important role to the frictional power loss of gears and the time-varying coefficient was analyzed.

在对齿轮啮合过程中摩擦因数分析的基础上,对外啮合齿轮摩擦功耗进行了分析计算。

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6、

The proposed algorithms result in mapping relations of their z-transfer functions between non-multirate and multirate mathematical expressions in terms of time-varying coefficient instead of traditional polyphase decomposition counterparts.

从用时变系数代替传统的多相位分解方法的角度来说,该算法得出了非多速率与多速率数学表达式之间的以z传递函数表示的相互映射关系。

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7、

Because of the meshing stiffness of a gear pair, the governing equation denotes a linear dynamic system with periodic time-varying coefficient.

由于齿轮副啮合刚度的影响,动力学方程式代表了一个具有时变系数的线性动力系统。

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8、

Due to the direct correlation between small-scale fading and multi-path channel impulse response, the wireless multi-path channel can be built as a linear time-varying channel.

由于无线多径信道的小尺度衰落与多径信道的冲激响应直接相关,因此无线多径信道通常可建模为一个线性时变信道。

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9、

By modeling the time-varying channel for first-order AR model with certain parameter, channel states are estimated dynamically from the observed equation by using the UPF algorithm.

该方法将时变信道建模为&阶确定参数AR模型,然后利用UPF算法,结合观测方程动态地估计时变信道状态。

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10、

Introducing the UPF algorithm in the time-varying channel estimation field, A time-varying channel estimation method based on the UPF algorithm is proposed in OFDM system.

将UPF算法应用到OFDM时变信道估计领域中,提出了一种基于UPF算法的OFDM时变信道估计方法。

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11、

Firstly, the autoregressive ( AR) models with proper order are used to approximate the time variation of the coefficients of wireless time-varying channel.

我们使用适当阶次的自回归(AR,autoregressive)模型去近似时变瑞利衰落信道,通过一个训练序列的训练过程来建立AR模型参数和获得初始的观测。

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12、

The contents involve ICI self-cancellation, time-varying channel estimation, system equalization and joint multi-origin ICI cancellation.

主要内容分别涉及ICI自消除,时变信道估计,系统均衡和多成因ICI的联合消除等方面。

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13、

When the angle modulation signals made up of the message model have passed through a randomly time-varying channel, a complex nonlinear estimation model is formed.

当此消息模型构成的角调信号通过随机时变信道后,形成复杂的非线性估计模型。

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14、

Then, time-varying channel is approximated and simplified to the model in which amplitude and phase are both linearly changed.

然后对时变信道进行了简化,提出了幅度和相位线性变化的模型。

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15、

Compared with the existing approaches, this method can achieve lower NMSE, and is applicable to time-varying channel tracking.

与以往的叠加训练序列估计方法比较,利用算法具有更低的估计均方误差,且适用于时变信道。

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16、

On this condition, the OFDM system could track time-varying channel state more accurately by adaptively rectifying the ruling threshold.

在此基础上,通过自适应调整路径捕获的判决阈值,可以更好地跟踪时变信道的状态。

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17、

Model the time-varying channel using the multi-resolution decomposition wavelets, and then a blind identification method based' on the model is proposed;

结合小波多分辨率分析提出一种基于小波模型的信道盲识别算法;

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18、

Analyze the robustness of robust two dimensional pilot-symbol-aided channel estimator for the time-varying channel statistics;

分析了鲁棒的二维导频辅助信道估计器对时变信道统计特性的鲁棒性;

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19、

At present, more comprehensive attention has been taken to OFDM technology in data transmitting systems with wireless time-varying channel.

目前,正交频分复用(OFDM)技术因能在无线时变信道中进行高速数据传输而受到广泛的关注。

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20、

Time-varying channel estimation for MIMO-OFDM systems

时变条件下MIMO-OFDM系统中的信道估计算法

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