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Russian Chemical Bulletin - 相似文献
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The algebraic structure for the diffusing type equation is discussed. By using the symmetry operator of the equation, the exponent operator of the equation can be decomposed. The results give the behaviour of transient process and can be compared with Suzuki's theory. 相似文献
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In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described. 相似文献
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In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heterescedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described. 相似文献
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