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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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GPS码捕获,跟踪代码算法的仿真
GPS码捕获,跟踪代码算法的仿真,这是基于GPS的仿真推导(GPS code acquisition, tracking algorithm simulation code, which is derived based on GPS simulation)
- 2014-11-07 11:32:53下载
- 积分:1
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no_grain_7_30
求解navier stokes equation的matlab代码(navier stokes
)
- 2012-08-02 17:24:12下载
- 积分:1
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码序列及相关
说明: walsh码的生成程序,小m序列的生成程序,以及求序列之间周期和非周期相关函数(code generation process, small m sequence generation process and seek sequence between cycles and cycle-related function)
- 2005-12-06 18:15:01下载
- 积分:1
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Gabor_SVM
通过Matlab,实现Gabor与SVM的结合,实现对大样本数据的车辆与非车辆的模式识别,样本可以自己准备,由于过大没有上传(By Matlab, the combination of Gabor and SVM, vehicles and vehicles of large sample data pattern recognition)
- 2012-05-27 14:53:49下载
- 积分:1
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huangjin
基于matlab环境的黄金分割法搜索寻优,主要为内置函数(Environment based on the golden section method matlab search optimization, the main built-in function
)
- 2011-12-28 13:37:46下载
- 积分:1
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LP21
利用模式理论,对给定几何尺寸以及折射率分布的光纤进行模式求解与绘图,该程序给出LP21模的求解与绘图。(the LP21 mode of the fiber)
- 2021-03-01 22:59:35下载
- 积分:1
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path_planning-master
说明: 人工势场法避障 实现从势能高出往低处运动 ,实现路径规划 和避障(artificial potential)
- 2019-04-22 22:21:40下载
- 积分:1
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arx_mine
ARX linear model to estimate by OLS the parameters of single endogenous variable as a function of its own q=>1 lags and the p=>0 lags of m=>1 exogenous variable(s).
- 2010-08-09 09:30:29下载
- 积分:1
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GaussSeidelwudian
本例用五点差分法求解一个二阶偏微分方程,其间用Gauss-Seidel迭代求解(This example uses a five-point difference method for solving second order partial differential equations, during use Gauss-Seidel iterative)
- 2011-08-24 21:52:43下载
- 积分:1