Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
采用EWMA模型预测动态变化的方差-协方差矩阵，从实证的角度得到更精准的动态迁移相关系数矩阵。
The variance-covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations.
因为这时模型协方差阵结构仍含有方差参数，因此我们的目标是寻求可行估计。
Variance component model of the random effects of covariance matrix unit for the "Linear model introduction" matrix has been studied.
方差分量模型的随机效应的协方差为单位阵时《线性模型引论》已进行研究。
Overall main component, the overall calculation of the main component, the nature of the overall component, the main component of the covariance matrix and the total variance.
说明：总体主成分，总体主成分的计算，总体成分的性质，主成分的协方差矩阵及总方差。
In this paper, the covariance matrix of random effect in linear mixed model is extended to positive matrix. We construct the estimation of variance components based on the idea of ANOVA estimation.
将线性混合模型中随机效应的协方差阵推广为正定阵，运用方差分析估计的方法给出了方差分量的估计。
The GPS integer ambiguity estimates, the navigation parameter estimates and their variance-covariance matrix are derived by using Markovian estimation.
利用马尔柯夫估计，推导了GPS整周模糊度估计矢量和导航定位参数估计矢量的表达式，以及相应的协方差矩阵；
The GPS integer ambiguity estimates, the navigation parameter estimates and their variance-covariance matrix are derived by using Markovian estimation.
利用马尔柯夫估计，推导了GPS整周模糊度估计矢量和导航定位参数估计矢量的表达式，以及相应的协方差矩阵；
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