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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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shiyan4
说明: 产生30行16列的矩阵,每一行代表一路信号,产生32路信号,对32路信号解复用(Produce a matrix of 30 rows 16 columns, each row represents one signal, resulting in 32 signals, the signal demultiplexing 32)
- 2011-03-01 09:39:44下载
- 积分:1
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imagestitch
自己写的图像配准代码,基于harris算子(Write their own code of image registration, based on the operator harris)
- 2009-05-06 19:21:09下载
- 积分:1
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gaotyichuansuanfa
说明: 这个基于MATLAB的遗传算法的源程序,希望对有需要的同志提供帮助!(the MATLAB-based genetic algorithm source, and I hope to be in need of help comrades!)
- 2006-04-04 15:14:50下载
- 积分:1
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Perceptron-Approach-with-matlab-
用matlab软件编写感知器算法,实现对样本的分类,样本点为X1(0,0),X2(0,-1),X3(-1,0),X4(-1,-1) (Perceptron Approach with matlab)
- 2012-11-28 19:42:12下载
- 积分:1
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Digital_Mod_Demod_Matlab_Codes
Digital Modulation and Demodulation
- 2010-08-17 15:41:00下载
- 积分:1
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MVDR
说明: 三个复正弦信号的信噪比分别为SNR1 =30dB, SNR2 =30dB和SNR3 = 27dB。假设信号样本数为1000,FIR 滤波器的抽头个数为4。基于奇异值分解的MVDR 方法进行信号频率估计的仿真实验,获得功率谱密度函数的估计。(A power spectrum estimation algorithm named mvdr is introduced in this program)
- 2009-08-14 12:42:22下载
- 积分:1
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freq-hop-spread-spectrum
说明: 跳频扩谱通信matlab代码,实现跳频通信系统仿真。(Matlab code for frequency hopping spread spectrum communications, to achieve frequency hopping communication system simulation.)
- 2010-04-11 13:01:58下载
- 积分:1
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BUCK
DCDC电路超前滞后补偿网络设计,参数直接在初始化里面修改,参考书:电力电子建模与控制。(DCDC circuit lead lag compensation network design, parameters directly in the initialization which modify the reference book: power electronics modeling and control.)
- 2017-01-09 19:24:10下载
- 积分:1
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Batch
implementation batch method in pattern recognition
- 2013-11-02 23:36:18下载
- 积分:1