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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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MATLAB
MATLAB语言的发展,基本语法,开发环境和工具,数据分析库datafun(MATLAB language development, basic grammar, development environment and tools, data analysis library datafun)
- 2014-10-15 16:53:06下载
- 积分:1
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MATLABGPSanalysis
基于MATLAB的GPS选星分析及实验研究(MATLAB-based analysis of the GPS satellite selection and Experimental Research)
- 2009-05-06 23:23:17下载
- 积分:1
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MPSKTransmissonwithGausNoise
本程序用于完成BPSK、QPSK、8PSK的调制仿真。并可任意扩展到MPSK和MQAM。程序分成三个部分:phase.m对基带码元序列进行脉冲成型,可选矩形脉冲,升余弦脉冲和平方根升余弦脉冲; model.m 为主程序,完成各种信号的基带星座图映射、脉冲成型和调制; command.m给出一个简单的频谱显示测试。(This procedure for the completion of BPSK, QPSK, 8PSK modulation simulation. Arbitrary and may be extended to MPSK and MQAM. Program is divided into three parts: phase.m symbol of the baseband shaping pulse sequences, optional rectangular pulse, the square root raised cosine pulse and raised cosine pulse model.m-based procedures, completed a variety of base-band signal constellation mapping , pulse shaping and modulation command.m given spectrum shows a simple test.)
- 2009-05-21 20:14:27下载
- 积分:1
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matlab-for-the-young
matlab的入门程序,包含图像处理模块(matlab for the young,including the image recognition modules)
- 2013-07-30 10:29:15下载
- 积分:1
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shipinfenxi
很有用的时频分析工具,内附各个函数的说明,方便调用。(Very useful tool for time-frequency analysis, containing a description of each function, easy call.)
- 2013-08-28 00:23:54下载
- 积分:1
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matlab-SC-FDE
matlab 单载波频域均衡仿真。采用时频混合的方式(matlab sc-FDE)
- 2013-03-11 16:58:30下载
- 积分:1
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detection-objects
该源码实现了基本的目标检测方面的功能。如肤色检测、卡尔曼滤波、降噪、人脸识别等等。(The source code to achieve the basic function of target detection. Such as skin color detection, Kalman filtering, noise reduction, face recognition and so on.)
- 2011-12-11 10:43:13下载
- 积分:1
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tracker.code
run tracker code that it can use for motion tracking
- 2010-06-15 21:07:26下载
- 积分:1
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signal_analyszer
用FFT实现的频谱分析,这里只是MATLAB代码(matlab)
- 2009-09-18 19:30:02下载
- 积分:1