登录
首页 » matlab » GARCHmodelsparameterEstimation

GARCHmodelsparameterEstimation

于 2011-03-22 发布 文件大小:1KB
0 237
下载积分: 1 下载次数: 1

代码说明:

说明:  用GARCH模型对时间序列进行预测,包括建模过程,数据处理,阶数确定以及最小二乘估计参数(GARCH models and parameter estimated by LM)

文件列表:

63268062Garch
.............\Garch.m,1959,

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • (Quadratic-inter)
    Quadratic interpolation search method M-file
    2011-02-08 13:22:54下载
    积分:1
  • fig7_34
    We see that HTH matrix is almost diagonal as the off diagonal elements are nearly zero. So we are getting exact estimation in case of PRN INPUT due to diagonality of HTH matrix. As seen that the unknown inpulse response ( h ) and estimated impulse response ( hth ) are coming out to be exactly same. The estimation even gets better for large N .as we get the HTH matrix perfect diagonal. So we come to know that we can estimate the unknown parameters exactly when PRN input is used.
    2013-05-02 02:56:07下载
    积分:1
  • cfd1
    管道壁面曲线方程为: 进口位置:;出口位置:(单位:m) 流动条件:;; 计算网格要求:轴向不少于50个网格点,横向不少于30个网格点。(Pipe wall curve equation: Import Location: exit position :( Unit: m) flow conditions: computing grid requirements: axial least 50 grid points, 30 less than the transverse grid points.)
    2020-11-08 22:09:47下载
    积分:1
  • PCA
    PCA是基于原始数据空间,通过构造一组新的潜隐变量来降低原始数据空间的维数。(PCA is based on the original data space, by constructing a new set of latent variables to reduce the dimension of the original data space.)
    2012-04-01 11:10:08下载
    积分:1
  • BER_BPSK_nTap_Rayleigh_ISI_ZF_Equal
    BER calculation of BPSK nTap Rayleigh ISI Channel. Script for computing the BER for BPSK modulation in 3 tap ISI channel. Zero Forcing equalization with 3/5/7/9 tap is performed and the BER computed
    2014-08-19 22:50:00下载
    积分:1
  • powerdistancecurve
    Power distance curve in matlab
    2014-11-25 10:03:08下载
    积分:1
  • tp1
    code djekstra matlab
    2014-12-17 01:45:22下载
    积分:1
  • matlab-LMS
    MATLAB环境下ISI信道仿真及自适应均衡器设计程序说明.(matlab LMS )
    2013-04-10 13:12:23下载
    积分:1
  • R_N_U
    原理:乘同余法产生随机数来生成均匀分布、瑞利分布、正态分布,压缩包包括3个分布的Matlab源代码(Principle: multiplicative congruential method to generate random numbers to generate uniformly distributed ,Rayleigh distribution and normal distribution.This package includes three distribution of Matlab source code.)
    2013-11-02 14:24:01下载
    积分:1
  • TSP
    本程序是对旅行家问题的粒子群优化算法实现(This procedure is the issue of travelers Particle Swarm Optimization Algorithm)
    2007-10-04 15:50:49下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载