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非常量误差方差或异方差性Non-constant error variance or heteroscedasticity

条件异方差是金融时间序列变量的一个典型特征。The conditional heteroscedasticity is a typical characteristic of finance time series.

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但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

LLLS法具有异方差性，不满足标准线性回归的基本假设。The LLLS method has heteroscedasticity and it does not satisfy the basic hypothesis of standard linear regression.

应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.

基于似然比统计量和得分统计量，得到变离差的检验。Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models.

异方差现有常规检验方法的大多是参数检验的方法，需要参数服从一定的分布。The present normal heteroscedasticity testing means are parameter means, and they call for a certain distribution of the parameter.

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第二章系统讨论了具有一致相关的纵向数据模型中异方差和相关性的检验问题。Chapter 2 studies the tests for heteroscedasticity and correlation in longitudinal data model with uniform correlation covariance structure.

本文所研究的这种波动性指的是资产收益的方差随时间不断变化，这在计量经济学中称之为异方差问题。Volatility in the article is the variance of asset return, which varies with time going, and this is also called heteroscedasticity in Econometrics.

第三章研究了具有指数相关的纵向数据模型中异方差和相关系数齐性的检验问题。Chapter 3 investigates the tests for heteroscedasticity and correlation in longitudinal data model with exponential correlation covariance structure.

文章介绍了异方差模型，研究和分析了异方差的检验和利用加权最小二乘法消除异方差对模型的影响。They are all used with the hypothesis of homoscedasticity. Heteroscedasticity will danger accuracy of the model. This thesis introduces heteroscedasticity to the reader.

实证上应用极值理论在高信赖水准之下单一资产的风险值估计，获得准确结果，在纳入GARCH模型更充分捕捉资产报酬厚尾与条件异质波动。It also showed that incorporating a GARCH model for the conditional heteroscedasticity can adequately model the fat tail and heteroscedastical volatility of financial assets.

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电力市场中的电价呈现出均值回复、异方差、多周期、跳跃和尖峰等特性，预测精度往往不理想。Since the electricity prices in the power market are usually characterized by mean reversion, heteroscedasticity , multicycle, jump, and peak, the forecasting accuracy is not satisfactory.

文中建立了异方差回归方程，给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。The heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters, the standard deviation and their covariance are also given.

本文对残差具有异方差性的传递函数模型提出了一种新的模型——条件异方差传递函数模型，并对建立此类模型的条件和拟合及预测效果进行了研究。In this paper, a new model—transmissibility function model with conditional heteroscedasticity is proposed, and its conditions as well as the fitting and forecasting effect have been studied.

和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。As in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.

但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

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根据前人的研究成果，文章提出非定式权函数理论，并以非定式权函数对不同异方差性的分组数据开展研究。According to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.