搜索资源列表
DCCGARCH
- 多元garch估计,牛津大学sheppard教授写的五个m文件,用来估计参数。-dcc-garch model matlab code
SDE_Toolbox_1.4.1
- 随机微分方程的matlab工具项,他模拟伊藤积分的路径,估计参数及可视化。-SDE Toolbox is a Matlab package for simulating sample paths of the solution of a user defined。
阵列信号处理的理论和应用
- 南航张小飞的书《阵列信号处理的理论和应用》,包括原书的PDF和MATLAB代码,内容为波束形成和阵列参数估计等内容。(Southern China Zhang Xiaofei book "array signal processing theory and application", including the original book PDF and MATLAB code, content for beamforming and array parameter esti
univariate
- GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)