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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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power_thermal
本程序仿真蒸汽机用于永磁同步电机并网发电的性能以及动静态特性(failed to translate)
- 2012-04-21 11:17:09下载
- 积分:1
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Untitled2
多縫夫朗禾費衍射模擬,對於仿真干涉模擬有非常大的幫助(Multi-slit Fraunhofer diffraction Wo fees simulation, emulation interference simulation for a very big help)
- 2013-12-29 15:37:40下载
- 积分:1
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The-source-algorithm-of-SMI
SMI算法的一些源程序,简单的指出了期望信号协方差矩阵,干扰信号协方差矩阵,噪声信号协方差矩阵。(Some of the source of the SMI algorithm, simply that the desired signal covariance matrix, the covariance matrix of an interference signal, the noise signal covariance matrix.)
- 2013-02-26 14:56:07下载
- 积分:1
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pwm
pwm inverter simulation using matlab used in power electronics
- 2011-10-23 18:44:28下载
- 积分:1
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(M-file)Sample_Uniform_2
说明: 取样光栅的反射谱(M-file)Sample_Uniform_2(Sampled grating reflection spectrum (M-file) Sample_Uniform_2)
- 2008-09-13 19:13:15下载
- 积分:1
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3D_matrix_decomposition
三维矩阵的特征分解,采用高斯斯密特方法是向(3D Matrix orthogonal decomposition)
- 2011-12-20 09:55:14下载
- 积分:1
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motionEstNTSS
mption estimation NTSS
- 2011-05-07 05:21:39下载
- 积分:1
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nway320
N-way decomposition toolbox
- 2012-06-02 16:57:46下载
- 积分:1
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SVMNR
支持向量机非线性回归的通用程序,是模式识别领域的重要分类方法(Support Vector Machine for Nonlinear Regression,All rights reserved )
- 2014-02-25 11:00:49下载
- 积分:1