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model-comparison

于 2013-04-28 发布文件大小:1KB

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生成AR(p)过程模拟的参数。满足过程的弱稳定。模拟多条样本路径，利用AIC/BIC/IC进行定阶。比较三种标准的准确性。(Generate an AR (p) process simulation parameters. Meet process weakly stable. Simulation sample path, AIC/BIC/IC order determination. Three standard accuracy.)

文件列表：

iccomp.m,1140,2013-04-27
root.m,298,2013-04-27

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