A real - time estimation of a prior variance - covariance for GPS observations is suggested in this paper.
本文提出了一种GPS观测量的先验方差 - 协方差矩阵的 实时 估计方法.
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Results show that the Copula based method produces better backtest results than the traditional variance - covariance method.
结果表明,基于copula方法估计的投资组合风险值比方差协方差方法估计的投资组合风险值更接近实际数据.
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