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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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7.1-
7.1 倒立摆7.1 倒立摆7.1 倒立摆7.1 倒立摆7.1 倒立摆7.1 倒立摆7.1 倒立摆7.1 倒立摆(7.1 inverted pendulum)
- 2013-07-18 11:42:28下载
- 积分:1
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matlab-self-taught-60-codes
自学Matlab必备的60个小程序代码.(Self-study Matlab necessary 60 small code
)
- 2013-12-25 21:03:28下载
- 积分:1
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123
免疫算法解决最大团问题;此文件为源代码,经过多次验证可行。将代码输入matlab就可以运行。(Immune algorithm to solve the maximum clique problem source code of this file, feasible after several validation. Matlab code input can run.)
- 2013-01-11 02:54:31下载
- 积分:1
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rbpfSlam
Giving a Compass to a Robot
Probabilistic Techniques for Simultaneous Localisation
and Map Building(SLAM) in Mobile Robotics
- 2020-09-18 16:47:57下载
- 积分:1
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matlab-tools
matlab工具箱函数汇总函数,对初学者会有很好的帮助(matlab toolbox functions aggregate functions, there will be a good help for beginners)
- 2011-10-11 10:33:34下载
- 积分:1
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costas
costas环的simulink仿真模型,(costas design with simulink)
- 2010-09-18 22:27:01下载
- 积分:1
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SMI_main
采用SMI算法的零陷波束形成器,有详细的注解,可更改参数(SMI algorithm using Null Beamformer, detailed comments, can change the parameters)
- 2009-06-02 15:21:51下载
- 积分:1
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vqLBG
Vector quantization using LBG method of center splitting
- 2006-12-26 19:36:42下载
- 积分:1
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engine_model
基于Matlab simulink 环境下开发的发动机仿真。(Development of the engine simulation of Matlab Simulink-based environment.)
- 2012-05-27 20:21:49下载
- 积分:1