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j?ừ?ấ'Ê lg P bã???ỵƯY bấẫÊ?hM?gềô??ã?ậẫ PM?jừ?ãể?ấ&Ư?ấ'Ê?ậấ'Ư?Ư?(?'?&?ỵ?ãừ?Ô?ừ?\?ÔẩÊ^ j?ã?ở?Ê??ã?Ưỗã?ÊM?lẩ??(?'?&?ỵ?ãừ?Ô?ừM QM?b?ừ?6?Êý\?Ư*\ 0 ?ề 1 1 ?ƠOKTVPU?]?O?ã?ở?Ê?P?ậẫ???ã?Ưỗã?GãÊ?H?Ê?OKTVPU?ậẫ?M 0 ?ÔẩÊ?ể?,Ư?ề?Ư+Ê?Ư?6?Êý\M RM?j?ã?ở?Ê?POMOOO?ậÊ?GPO?ậẫ?H??ã?Ưỗã?GãÊ?H?Ê?ỵ?ờ?\ ầãM L?sĂ?ầã?Ưỗã?Ư*\?ề?ế?\?ể?ô?ÔểÊ??Ưở !?úã?&?ậ"??Ưở?GP L H?Ơ OKXT?Ư?\ô?! P M?jểÊ??Ưở?ậ?ềY P 1 L kn t M ) (Se 1 P ?OKSURT j?ã?ở?Ê POMOOO?ậÊNếÊ??ã?Ưỗã?GãÊ?H?Ê?ỵ?ờ?OKSURT ỵNếÊM SM?gễ?ấ&Ư?ấ'Ê?ô1Ư?Ê?ã?Ưỗã?ũ?\?Ê?ÔểÊ??Ưở?XTD?Ô?ã?ở?Ê POOMOOO?ậÊ?GPO?ậẫ?HM L?sĂ ầã?Ưỗã?ề?ế?\?ể?ô?ÔểÊ??Ưở?\?ỵ\?&?ậ"??Ưở?GPLHƠOKXT Ư?\ô?! P M?jểÊ??Ưở?ậ?ềY 1 L kn 2 t M ) (Se 1 [ P ??[ 1 ?J kn 2 t M ) (Se 1 OKSRVUQ?[ P ??[?OKVOTTW j?ã?ở?Ê?POOMOOO ậÊNếÊ?GPO?ậẫ?H??ã?Ưỗã?GãÊ?H?Ê?Ê ÔểÊ?GSKRVUQ L?VKOTTWHM TM?b?6?Ôừ?Ư?Ê?ã?ở?ÔẩÊ?ể?ấ$Ê?ậừ?ã?Ưỗã?\M?sĂ?ệ?ậũã?ậ?Ư ậ,Ê?ÔẩÊ^?sệ?\^ L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P Ơ?OH g P Y?G P ?OH lũ?ếƯ??ềY v ?Ơ?ằ kn 2 1 1 tt; ) (Se 0 t ?Ơ XKWRWQ kn 2 t ?Ơ?QKROU ?] kn 2 t ?v??ếƯ??g O M 6?Ôừ?ã?ở?ÔẩÊ?ể?ấ$Ê?ậừ?ã?Ưỗã?ề?\M UM?b?ú?Ư?Ê?Ô?ã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?OKU?ậẫ??ậ,Ê?ÔẩÊ^ L?sĂ?ầã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?Ơ?OKUH g P Y?G P ?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 2 1 1 tt; ) (Se 6,0 t j?ừ?ấ'Ê lg Q ?Ơ?OKSWWW kn 2 t ?Ơ?QKROU ?[ kn 2 t ?v??Ưấ\?Ư?Ưẫ?$?ếƯ??g O M?b?ú??Ê?Ô?ã?ở?Ê?P?ậẫ? ?ã?Ưỗã?Ê?OKU?ậẫ?M VM?sã?ở?Ê?Ư?ềô?ã?Ưỗã?ũ?\?Ê?2Ư?2?ÔẩÊ^ L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?Ơ?OH g P Y?G P ?]?OH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! PM WM?j?ã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?!?ậ\?ề?OKU?ậẫ?M L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?OKUH g P Y?G P ?]?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! PM XM?sã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?ấ&?OKU?ậẫ?M L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?OKUH g P Y?G P ?[?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! 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Q ?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?jừ?ãở?ũ?ử?ấ'Ê?2 ấẫÊ?ã\?Ư*\?ôẩ?M bếƯ?QY?wĂô?oL\ãĂ?Go\H?] ?Ưấ\?Ư?Ưẫ?$?ếƯ??g O M?oL\ãĂ?[ ?ếƯ ?g O M L?sầã?Ưãố?e v?Ơ?ằÂ?Ơ?MMM?Z?Â?] )1kn,1k( f H bếƯ?PY?ỵ? ?? ?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?jừ?ãở ũ?ử?ấ'Ê?2 ấẫÊ?ã\?Ư*\?ôẩ?M bếƯ?QY?wĂô?oL\ãĂM L?lẩ??2?ấẫÊ?ã\?ởƯ?PY t ?Ơ Mt LP ?J G`qPH j?ừ?ấ'Ê lg S Y?ử?!?2?ấẫÊ?ã\ )U(Var.)U(Var )U,U(Cov 1tt 1tt )U(Var )U,U(Cov t 1tt L?lẩ??2?ấẫÊ?ã\?ởƯ?Q t ?Ơ P Mt LP ?J Q Mt LQ J G`qPH L?sầã?Ưãố?cãLv\ w?ôẩ??`qP 2 i 1tt e ee ?ƠP ?ôẩ??Ư?ử?ấ'Ê?2?ấẫÊ?ã\?ề?ể?ấẫÊ ?P ?? ?O ?Ư ử?ấ'Ê?ấẫÊ?ã\?ấẫÊM ?Ơ LP ?ôẩ??Ư?ử?ấ'Ê?2?ấẫÊ?ã\?ề?ể?ô L P ?? S ?Ư ử?ấ'Ê?ấẫÊ?ã\ ôM ?Ơ?O ?ôẩ? ÔẩÊ Ư?ử?ấ'Ê?2?ấẫÊ?ã\ O ?? Q ÔẩÊ Ư ử?ấ'Ê?ấẫÊ?ã\M ÔF?Ơ?Ô L?P ??\?ểÊ? ?ề? ã M GOK? HY?s2?ấẫÊ?ã\?ấẫÊY G K? ã H?ồƯ?G ã K? HY?ÔẩÊ?Ôừ?ãở?ậấ'ƯM GG ã K?QH?ồƯ?GQK? ã HY?ÔẩÊ?Ư?ử?ấ'Ê?2?ấẫÊ?ã\M L?lẩ??Ư?ừ?ụ??ÔẩÊ?(Ê?cLv?ấ#Ê?ôề?ể?(Ê?cLv?M lẩ??Ê!ƯY?x ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J Mx ?J?t ?????GÊ!ƯH nkr?GÊ!ƯHY?ậấ'Ư?K?nkr?GÊ!ƯHY?ậấ'Ư?K K?rĂG H lũ?ếƯ??ềY?v?Ơ?ằ ) (Var).n1( n ). 2 d 1(h K????] 2 2 U L?júô?ậ?ô-Ư?` Ă ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J MĂ LP ?J?t GPH Ă ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J?t GQH nkrGPHY 2 1 R K qrr P nkrGQHY 2 1 R K?qrr Q g O Y?Glẩ??Ê!Ư?ÔẩÊ?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H g P Y?Glẩ??Ê!Ư?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?GLPHM 2 1 R Z Q ?] )1( 2 H L?sầã?Ưãố?e v?Ơ?ằ )1kn,1( 1 12 ff; )1kn/(RSS 1/)RSSRSS( f bếƯ?Ư0\Y PM?oấẫÊ?ế?\??Ê?ãếY x ?Ơ O ??J P w P J?MMM J ÔLP w ÔLPK ?J?t ?????GPH x ?Ơ O ??J P w PLP J?MMM J ÔLP w ÔLPKLP ?J?t LP ?GQH lẩ??P?ậ,Ê??ôẩ??Q?ậ,ÊM t ?Ơ Mt LP ?J j?ừ?ấ'Ê lg T m?GQH?& ??.?ậ?GPH x L Mx LP ?Ơ O ?GPLH?J P Gw P L w PLP H?J?MMM?J ÔLP Gw ÔLPK L w ÔLPKLP H?J?t ?J t LP * t U Ơ t ?J t LP * t * t,1k * 1k * t1 * 1 * 0 * t UX XY GIH nkr?GIH * 0 K * 1 K?MMM?K * 1k )1( * 0 0 Z j ?Ơ * j 1k1k110 X X Y QM?oấẫÊ?ế?bƯ\ĂLnƯã?GbLnH x ?Ơ O ??J P w P J Q w Q ?J?t ?????GÊ!ƯH nkr?GÊ!ƯH ?Ă M w?2Ê?ôẩ??Ă ?Ơ Ă LP ?J ?GdPH aấ&Ư?PY nkr?GdPH M?r/?-Ê ế?-Ê?ấẫÊ?ế?\??Ườ?P?Ê?ãế?G ậấ'Ư?\?Ê H ??ấẫÊ??\??Ườ?P?Ê?ãếY x L Mx LP ?Ơ O ?GPL H?J P Gw P L w PKLP H?J Q Gw Q L w QKLP H?J ??GbLn P H nkr?GbLn P H 0 K 1 K 2 K Y aấ&Ư?QY nkrGbLn Q H 2 t e ??ôẩ? t 2 1t 2 t ee GdQH nkrGdQH M?r/?-Ê ?ậú??2Ê?ôẩ??\??Ườ?P?Ê?ãế?GbLn Q H nkr?GbLn Q H 0 K 1 K 2 K Y sừ?-Ư?ấ&Ư?ồ?ấ?ầ?ậừ?Ô ấ&Ư?\ã??& ?$?ấ&Ư?ấ&Ư?Ưầ?ửƯ?ÔẩÊ ậếÊ?Ôú?G[PNPOOOHM aM?júô?ậ?ệÊ?ềô??ã?GdGtH?Ơ?O ?H g O Y?GcệÊ?ềô??ã?ậ,ÊH g P Y?GcệÊ?ềô??ã?\H r/?-Ê?ầã?Ưãố Q K?Â?GoL\ãĂ?Ư*\ Q K?ÂH?ậú?Ôúô?ậM L?oế?ử?ừ w ?Ư?ỵƯ?'?&?ôẩ??\?ÔẩÊK?Ôúô?ậ?g O Y?G ?Ơ?OH g P Y G ?OH L júô?ậ?2?ã?ủ?Ư*\ ềô??ãY?g O Y?Glẩ??ỵ?ừ?ậ,ÊH g P Y?Glẩ? ũã?ừ?ậ,ÊH L?júô?ậ?ô-Ư?a J?sầã?Ưãố Q nkr?GxNw P K?w Q K?MMM?K?w ÔLP H Y 2 Y K 3 Y KMMMK m Y K?Ă GPH w?ôẩ? ĂN?w P K?w Q K?MMM?K?w ÔLP K 2 Y K 3 Y KMMMK m Y Ă ?Ơ O ??J P w P ?J?MMM P w ÔLP K ?J Q 2 i Y J R 3 i Y ?J?MMM ô m i Y Jt ?GQH g O Y?Glẩ??P?ậ,ÊH g P Y?Glẩ??P?\H nkr?GQH 2 2 R v?Ơ?ằ Q ?Ơ?M 2 2 R ?Z Q ?] )1m( 2 H J?sầã?Ưãố?e GxNw P K?w Q K?MMM?K?w ÔLP K 2 Y H Y j?ừ?ấ'Ê lg U x ?Ơ O ??J P w P ?J?MMM P w ÔLP K ?J Ô 2 i Y Jt GRH g O Y?Glẩ??Ê!Ư?ậ,ÊH g P Y?Glẩ??Ê!Ư?\H v ?Ơ?ằ )1kn,1( 2 3 2 1 2 3 ff; )1kn( )R1( 1 )RR( f bM?júô?ậ?ỵ?Ưãố?Ư*\?\?!?Êộã?ầ?Gt ??!?ƯãốH g O Y?Gt ??!?ƯãốH g P Y?Gt ?ÔẩÊ??!?ƯãốH L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?MMM?Z Q ?] )2( 2 H nkr?GÊ!ƯH ?ĂM?sỵ?r L?ử?!?ậ!?1Ê?Ư*\?ĂK?j L?ử?!??Ư*\?Ă v?Ơ?ằ Q ?Ơ?sa?Ơ?s\ãĂ?aĂ\?Ơ 24 )3k( 6 S n 22 ?Z Q ?] )1( 2 H cM?júô?ậ?ấẫÊ?\?\?!?\?ậM g O Y?Glẩ??Ư?ấẫÊ?\?\?!?ÔẩÊ?ậH g P Y?Glẩ??Ư?ấẫÊ?\?\?!?\?ậH r/?-Ê ầã?Ưãố Q K?Â?GoL\ãĂ?Ư*\ Q K?ÂH?ậú?Ôúô?ậM \M?júô?ậ?o\Ô u\Gt H?Ơ b ji 2 i X.a r/?-Ê 2 i e \?Ư 2 i vib ji 2 i e.X.ae iji 2 i VXln.balneln Ơ O ?J P M?w ?J?u ???????????GoH g O Y?Glẩ??Ư?ấẫÊ?\?\?!?ÔẩÊ?ậH ?Glẩ??o?ÔẩÊ?Ư?6?Êý\H g P Y?Glẩ??Ư?ấẫÊ?\?\?!?\?ậH ?Glẩ??o?Ư?6?Êý\H M?júô?ậ?fĂĂ Ă ?Ơ O ?J P M w ?J?u i ji 10i V X 1 .e iji10i VX.e i ji 10i V X 1 .e júô?ậ?vĂ i 2 i25 2 i14i2i13i22i110 2 i VXXXXXXe GvH nkr?GvH 2 w R v?Ơ?ằ Q ?Ơ?M 2 w R ?Z Q ?] )1k( 2 w H j?ừ?ấ'Ê lg V júô?ậ?ô-Ư?c 2 i e Ơ O ?J P M 2 i Y ??J?u GcH nkrGcH 2 D R K 1 K?rĂG 1 H L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?M 2 D R Z Q ?] )1( 2 H L?sầã?Ưãố?e v?Ơ?ằ )2n,1(ff; (Se f 2 )1 1 bếƯ?Ư0\Y L?ễ?ừ 2 i M?b\?ôẩ??Ê!Ư?Ư 2 i M L?bấ\?ừ 2 i Y J?u\Gt H?Ơ 2 i ?Ơ ji 2 X. 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