基于非参数估计方法的沪铜期货价格研究
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引用本文:李丹宁,穆 铮,石 军,马明洋.基于非参数估计方法的沪铜期货价格研究[J].经济数学,2012,(3):32-35
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李丹宁,穆 铮,石 军,马明洋 (中国石油大学 理学院 北京 102249) 
中文摘要:非参数估计方法是现代统计学的一个新发展方向,在各领域有重要的应用价值本文针对非参数模型的三种估计方法,将其应用于沪铜期价与LME现价的相关关系分析,得到模型的拟合值和拟合曲线最后,与最小二乘法的结果进行比较分析,证实了非参数估计在不同历史时期有预测精度高的优点
中文关键词:非参数估计  N-W核估计  局部线性估计  期货价格
 
Nonparametric Regression Estimation Model of Shang Hai Copper Futures Market
Abstract:Nonparametric estimation model is a new development of modern statistics, which has important application value in various fields. By the methods of nonparametric regression estimation model, the relation between the copper future price of SHFE and spot price of LME was analyzed, and the models' fitting and fitted curve were obtained. Compared with least square method, nonparametric estimation model has the advantages of accurate prediction.
keywords:nonparametric estimation  N-W kernel estimation  local linear estimation  futures prices
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