结果:找到“TS VAR”相关内容450个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Components of Variance
2 个回复 - 1121 次查看
【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey
【文题(必填)】Components of Variance
【年份(必填)】2008
【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10. ...
2013-5-27 12:49 - violinangel - 求助成功区
【论坛首发】Variance Components
10 个回复 - 3337 次查看
**** 本内容被作者隐藏 ****
Variance Components
2006年第一版, 作者: Shayle R. Searle , George Casella , Charles E. McCulloch
共537页, 亚马孙四星半好评
This book focuses on summarizing the ...
2015-2-22 06:51 - wh7064rg - 经济金融数学专区
VAR-BEKK-GARCH的winrats代码及结果
23 个回复 - 11957 次查看
基于自回归的bekk-garch比较复杂,eviews做不了,winrats比较容易。最近在做这个,把代码放上来吧,其实也很短。我是8阶滞后的var,garch(1,1)。vec-bekk-garch同理。
Code:
system(model=var11)
variables l ...
2019-4-25 14:03 - 明淮远 - MATLAB等数学软件专版
R Package: MTS for Multivariate Time Series
10 个回复 - 8852 次查看
M
TS: All-purpose toolkit for analyzing multivariate time series (M
TS) and estimating multivariate volatility modelsMultivariate Time Series (M
TS) is a general package for analyzing multivariate linear ...
2014-5-1 01:53 - Nicolle - R语言论坛
Multivariate Kernel Smoothing and Its Applications
23 个回复 - 1338 次查看
CRC Press | English | 2018 | ISBN-10: 1498763014 | 248 pages | PDF
Kernel smoothing has greatly evolved since its inception to become an essential methodology in the Data Science tool kit for the 2 ...
2018-6-28 10:38 - igs816 - 经管书评