统计与决策2024，Vol.40Issue(4)：34-37,4.DOI:10.13546/j.cnki.tjyjc.2024.04.006
基于特征样本的变参数模型估计方法研究
Research on Variable Parameter Model Estimation Method Based on Characteristic Samples
摘要
Abstract
Based on the characteristic sample sampling method,this paper designs a new variable parameter model estima-tion method by recombining the characteristic samples to realize the variable parameter estimation in the case of small and medi-um-sized samples of economic and social problems.The method is used to reorganize the characteristic samples into the ones of each period of the time series according to the sampling order.The variable parameters of each period are estimated by staging re-gression,and the significance and fit of the estimated results are tested.The method is simple and feasible,and conforms to Bayes principle and Monte Carlo principle,providing a new way to estimate the variable parameter model.关键词
特征样本/变参数模型/计算机模拟Key words
characteristic sample/variable parameter model/computer simulation分类
数理科学引用本文复制引用
李原,王晶..基于特征样本的变参数模型估计方法研究[J].统计与决策,2024,40(4):34-37,4.基金项目
国家社会科学基金资助项目(22ATJ006 （）
16BTJ016) （）
山西省高等学校人文社会科学重点研究基地项目(20210144) （20210144）
山西省"科技战略"专项一般项目(202104031402099) （202104031402099）
