| 曹潇.金融时间序列中同积向量的充分改进最小二乘估计研究[J].唐山学院学报,2014,27(6): |
| 金融时间序列中同积向量的充分改进最小二乘估计研究 |
| A Study on Substantial Improvement of Least Square Estimation of Co-integrating Vector in Financial Time Series |
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| DOI： |
| 中文关键词: 同积向量 充分改进 最小二乘估计 |
| 英文关键词: co-integrating vector substantial improvement least square estimation |
| 基金项目:陕西省软科学研究计划项目 |
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| 摘要点击次数: 8894 |
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| 中文摘要: |
| 以金融时间序列中同积向量的充分改进为对象，分析充分改进的最小二乘估计。在统计量的极限分布非标准时，构造充分改进的最小二乘估计。研究表明，改进的最小二乘估计方法是一种非参数方法，有助于充分的最小二乘估计。 |
| 英文摘要: |
| Taking the substantial improvement of co-integrating vector in the financial time se-quence as research object,the author of this paper analyzes substantial improved least square esti-mation and constructs the substantial improved least square when the limit distribution is non-standard in statistics.The study shows that improved least square estimation is a non-parameter method that is conducive to least square estimation. |
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