-
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
-
1
说明: covariance code for cr
- 2011-12-13 00:07:31下载
- 积分:1
-
advancedPIDcontrolandmatlabsimulink
该程序是由matlab语言针对<先进PID控制及其MATLAB仿真>编写的,希望对大家有用.(the procedure is against Matlab language)
- 2006-11-12 20:45:49下载
- 积分:1
-
suichuli
基于matlab,水处理源代码包含数据.(Water-based matlab source code contains data)
- 2014-11-21 14:22:57下载
- 积分:1
-
Lecture-1
全英文,讲述matlab功能,使用,开发等等(Wholly in English, on the matlab function, use and development and so on)
- 2009-03-12 22:30:11下载
- 积分:1
-
cx1
扩展卡尔曼滤波方法用于被动多传感器协同目标跟踪(Extended Kalman filter for passive multi-sensor collaborative target tracking)
- 2012-04-04 18:59:51下载
- 积分:1
-
Power-Flow
电力系统潮流IEEE算例大全,有详细说明文档(Power flow IEEE examples Daquan, detailed documentation
)
- 2013-08-07 15:49:40下载
- 积分:1
-
MIMO_SparseChannel
多发多收的稀疏信道估计的仿真程序,运用LS、OMP与时反算法(
Multiple overcharged sparse channel estimation simulation program, using LS, OMP and time-reverse algorithm)
- 2020-09-15 14:27:58下载
- 积分:1
-
YHTF
Bayesian classifier experimental pattern recognition programs used in the experimental program
- 2010-10-19 01:28:47下载
- 积分:1
-
Self-adaptive-Algorithm
基于改进型模型参考自适应的PMSM参数辨识
PDF(Identification of PMSM Based Oil Improved Model Reference Self-adaptive Algorithm PDF)
- 2011-06-26 17:00:11下载
- 积分:1