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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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inplace-computation-lifting
name: UTKARSH DESHMUKH
guide: A.S.ABHYANKAR SIR
this code is for wavelet transform using the lifting scheme.
this code does inplace computations and is hence memory efficient.
- 2011-10-23 18:37:59下载
- 积分:1
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Spsoacooo
求解离散问题的pso aco 算法,含german信用数据库
(Pso aco algorithm for solving the discrete problem with german credit database)
- 2012-08-25 17:32:44下载
- 积分:1
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SINS
可用于捷联惯导结算的程序,代入数据就可以运行,有助于对惯导原理的理解(The program that can be used for Strapdown Inertial Navigation settlement can be operated by substituting data, which is helpful to understand the principle of inertial navigation.)
- 2020-06-24 15:40:02下载
- 积分:1
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LPC10-master
matlab LPC 基于线性预测的参数编码(matlab LPC Parameter coding based on linear prediction)
- 2020-12-05 02:39:24下载
- 积分:1
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图像处理
此代码是用于图像加密的思想算法
- 2022-07-21 09:33:52下载
- 积分:1
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MVseg
(cvpr12)Automatic Mitral Leaflet Tracking源代码((cvpr12)Automatic Mitral Leaflet Tracking)
- 2013-11-06 14:12:57下载
- 积分:1
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自己编的对PMSM算法的直接转矩控制matlab代码
用于信号特征提取、信号消噪,有均匀线阵的CRB曲线,插值与拟合,解方程,数据分析,通过反复训练模板能有较高的识别率,采用热核构造权重,毕业设计有用。
- 2022-01-28 14:06:48下载
- 积分:1
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DTC_look_table
look up table in embedded format for direct torque control algorithm
- 2009-11-17 08:34:51下载
- 积分:1
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qam
matlab中产生16QAM信号 星座图(generate 16QAM signal
)
- 2011-07-19 17:21:55下载
- 积分:1