heteroscedasticity的意思

heteroscedasticity中文翻譯：

n.[數]異方差性

相似詞語短語

雙語使用場景

One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.───極值理論，通過極值指數估計量，提出了一種可行的對異方差的檢驗方法。

Non-constant error variance or heteroscedasticity.───非常量誤差方差或異方差性。

This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.───研究序約束條件下自回歸條件異方差（ARCH）模型的統計推斷。

Due to the excellent properties of showing heteroscedasticity, Panel Data models have been greatly used in economics.───由于能體現異質性等一系列優良性質，面板數據模型正被廣泛應用到經濟學各個領域中。

The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3.───對非經典計量經濟學中的條件異方差模型和協整理論作了較為完整的綜述。

The present normal heteroscedasticity testing means are parameter means, and they call for a certain distribution of the parameter.───異方差現有常規檢驗方法的大多是參數檢驗的方法，需要參數服從一定的分布。

The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.───廣義自回歸條件異方差（GARCH）模型具有描述時間序列波動性的能力。

The conditional heteroscedasticity is a typical characteristic of finance time series.───條件異方差是金融時間序列變量的一個典型特征。

Under this circumstance, Engle brings forward the autoregressive conditional heteroscedasticity model(ARCH) in 1982.───在這種情況下，恩格爾于1982年提出了自回歸條件異方差模型，簡稱ARCH模型。

英語使用場景

We find that the price in China's economy is symmetric and has conditional heteroscedasticity in the period of expansion and recession.

They are all used with the hypothesis of homoscedasticity. Heteroscedasticity will danger accuracy of the model. This thesis introduces heteroscedasticity to the reader.