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在金融时间序列模型中引进窗谱估计模型,以确保金融时间序列模型设定达到准确性标准。本文介绍了建立在频谱分析基础上的动态性能检验方法,并采取实证比较法进行研究,得出:在金融时间序列模型设定的准确性验证方面频谱分析模型验证法的验证性能更加优越,可以更加全面的揭示系统信息。
The window estimation model is introduced into the financial time series model to ensure that the financial time series model is set to meet the accuracy criteria. In this paper, the dynamic performance test method based on spectrum analysis is introduced and the empirical comparison method is used to study. The results show that the verification performance of the spectral analysis model verification method is more superior in the accuracy verification of the financial time series model setting, A more comprehensive disclosure of system information.