﻿ 非线性联合均值方差模型的统计分析

# 非线性联合均值方差模型的统计分析Statistical Analysis for Nonlinear Joint Mean and Variance Models

Abstract: We propose nonlinear joint mean and variance models in this paper and investigate the estimate for unknown parameters in the model based on Gauss-Newton iterative algorithm. Furthermore, we make some simulations to show that the proposed procedure works satisfactorily. Lastly, two real examples are presented to illustrate the proposed methodology.

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