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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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A-nonlinear-disturbance-observer-for-Robotics-Man
paper about disturbance observer
- 2012-07-02 15:13:17下载
- 积分:1
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Spatial-domain-image-processing
运用多种手段进行空间域图像处理,有图片以及相关文档(The use of various means of spatial domain image processing, there are pictures and related documents)
- 2014-12-18 08:44:24下载
- 积分:1
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kse_test_matlab
Given a matrix with m rows and n cols (m points in R^n), use resampling and the Kolmogorov Smirnov test to score [0,1] all points (as potential outliers) in linear time.
This is an original algorithm that can be used for anomaly detection and general signal processing.
- 2013-05-26 22:10:16下载
- 积分:1
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PhaSpaRecon
matlab的相空间重构代码,实测能用,是入门的非线性动力系统的好工具。(Good phase space reconstruction code!)
- 2014-05-22 14:27:30下载
- 积分:1
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dianyuan
ABC三相移相整流变压器的matlab仿真实现
12脉波整流电路(ABC three-phase rectifier transformer phase shift matlab Simulation
12- pulse wave rectifier circuit)
- 2016-04-06 09:30:08下载
- 积分:1
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getPixelData
the simulation provides computation of target reflectivity data in the deficient elevation domain. Simulations are implemented to test the decoupled least-squares technique for high resolutionspectral estimation of target reflectivity.all seven (7)files should be downloaded for the simulation to work.(dls3D.m,estimate.m,get2S1Data.m,getConstraints.m, getImageData.m,getPixelData.m, getSLICYData.m)
- 2009-09-05 05:23:45下载
- 积分:1
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rls
这是一个论文中给出自适应均衡的RLS算法的仿真程序(This is a paper given in the RLS algorithm for adaptive equalization of the simulation program)
- 2009-11-12 13:50:27下载
- 积分:1
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daima
基于matlab的几种语音信号端点检测方法(Several based on matlab voice signal endpoint detection method)
- 2013-09-21 08:59:03下载
- 积分:1
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untitled
Brushless motor control
- 2015-02-17 18:11:02下载
- 积分:1