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OrthogonalTGARCH
本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
(In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.)
- 2009-05-30 12:36:07下载
- 积分:1
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Hopfield
matlab code of hopfield neuronal networks
- 2010-01-28 22:51:59下载
- 积分:1
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DFandAF
基于MIMO的协作分集的两种常见的DF和AF的仿真代码(MIMO Cooperative Diversity Based on the two common simulation code DF and AF)
- 2011-05-18 20:21:24下载
- 积分:1
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Propagator-DOA-estimation
传播算子DOA估计算法MATLAB程序,估计到达角、离开角(Propagator DOA estimation algorithm based on MATLAB program)
- 2013-09-11 09:36:05下载
- 积分:1
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scr_closedloop_3phase
three phases in Matlab
- 2012-01-09 22:56:56下载
- 积分:1
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Time_Hopping_UWB
Matlab Code for Time hopping Ultra wide band
- 2009-11-04 19:37:15下载
- 积分:1
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GMD_update
一种基于几何均值分解的混合预编码技术研究(Hybrid precoding based on geometric mean decomposition)
- 2020-12-25 20:39:04下载
- 积分:1
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C-Cdelaytime
说明: 用CC法计算延迟时间和潜入位数的matlab程序(CC method with delay time and the median into the matlab program)
- 2008-09-07 19:43:56下载
- 积分:1
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feixianxingguihua
非线性规划的基本理论,用数学软件求解非线性规划,钢管订购及运输优化模型(The basic theory of nonlinear programming, mathematical software for solving nonlinear programming, Steel Pipe Order and transportation optimization model)
- 2012-05-03 07:37:08下载
- 积分:1
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bp_moni
本例研究利用Matlab工具箱的BP网络仿真某系统故障的预测,假设3个故障的样本分别为(1 1 0), (0 1 1)(1 0 1), 3个故障分别编码为(1 0), (0 1), (1 1),下面利用BP工具函数设计网络,用自适应学习率算法进行BP的设计、训练和仿真。(cases using the Matlab toolbox BP network simulation of a system fault forecast Assuming three fault samples were (1 1 0), (0 1 1) (1 0 1) three failures were coded as (1 0), (0), (1), below BP network design tool function, Adaptive learning rate BP algorithm design, simulation and training.)
- 2007-04-18 09:13:48下载
- 积分:1