Sentence examples for term variance from inspiring English sources

Term variance (t v).

Term variance quality (t v q).

They also produce 11 estimates of the error term variance ((hat{sigma }_{{varepsilon_{t} }})).

For sufficient large t, this variance will turn into a long term variance and r 0 has almost no effect.

It is reasonable to assume that the long term variance equals to the variance of the 12 month LIBOR rate.

Note that the long term variance is J ¯ α γ ( σ α γ J ) 2 2 N γ 3 θ α γ.

The short-term variance of each window is estimated as follows: (11).

The short-term variance calculation is performed after subtracting the estimated long-term DC from each sub-profile.

It is assumed that the presence of a target will lead to an increase in the short-term variance.

Hence the first data series represents the long-term variance of per capita nominal gross domestic product, with a baseline year of 1996 [18].

Both the window size for the baseline DC estimation and the window size for the short-term variance for the sub-profile have a marked impact on the performance of the algorithm.