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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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burg
matlab 实现ar模型中的burg 算法 ,源程序非调用 。可以直接使用(The matlab burg algorithm in ar model, source of non-call.)
- 2012-06-15 10:06:24下载
- 积分:1
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HVDCCigre
simulation HVDCCigre in matlab simulink
- 2013-08-05 14:14:46下载
- 积分:1
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siso_1X2
this file give simulation for Single Input Dual Output 16-QAM Simulation with comparison in SER between Selective Combining,Equal Gain Combining and Maximum Ratio Combining methods
- 2013-02-24 03:22:46下载
- 积分:1
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Sheath_oneIon1D
流体力学方法模拟单离子一维鞘层的matlab代码,可作为交流学习使用(Fluid dynamics simulation of a single one-dimensional ion sheath matlab code, can be used as learning to use exchange)
- 2015-03-13 10:27:52下载
- 积分:1
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CS-Channel-Estimation-OMP-Matlab-
压缩感知信道估计算法(Matlab 代码)(Compressed sensing channel estimation algorithm (Matlab code))
- 2014-05-26 15:34:15下载
- 积分:1
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geneticalgorithm
Genetic Algorithm.This program simulates the optimzation of a simple function with a base-10 genetic algorithm.Optimization proble mcan also be solved using this algorithm.
- 2009-11-03 14:19:32下载
- 积分:1
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mbclust
说明: 基于模型聚类算法的matlab实现
This does the entire MB Clustering given a set of data.
It only does the 4 basic models, unequal-unknown priors. It
returns the BESTMODEL based on the highest BIC.(model-based clustering algorithm to achieve the Matlab This does the entire MB Clustering given a set of data. It only does the 4 basic models, unequal-unknown priors. It returns the BESTMO DEL based on the highest BIC.)
- 2005-12-30 15:11:33下载
- 积分:1
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one-dimensional-wave-equation
一维线性齐次波动方程,用matlab语言实现,利用边界值和边界条件进行求解(One-dimensional linear homogeneous wave equation, with the matlab language, use of boundary value and boundary conditions to solve)
- 2011-05-12 21:58:37下载
- 积分:1
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histogramEqualization
It is user-build functions to create a histogram of an image and to equalize it.
histogram.m:=creates histogram of an image
histEqual.m:=equalizes the historam
- 2011-07-27 23:06:26下载
- 积分:1