tes ( transform-expand-sample) is a nonparametric technique that enable a user to model stationary stochastic processes with an exact match of the marginal probability distribution and a good approximation of the autocorrelation function.
TES(Transform-Expand-Sample)是一种建模静态随机过程的非参数化技术,能准确匹配边缘概率分布并很好地近似自相关函数。
the first one is called nonparametric technique, including historical simulation and monte carlo simulation methods.
一种是非参数的模拟方法,包括历史模拟法和蒙特卡罗模拟法。
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