منابع مشابه
Analysis of Financial Time Series with EViews
4 GARCH Models 7 4.1 Basic GARCH Specifications . . . . . . . . . . . . . . . . . . . 8 4.2 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . 11 4.3 Regressors in the Variance Equation . . . . . . . . . . . . . . . 12 4.4 The GARCH–M Model . . . . . . . . . . . . . . . . . . . . . . 12 4.5 The Threshold GARCH (TARCH) Model . . . . . . . . . . . . 12 4.6 The Exponential GARCH (EG...
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Toolboxes are the name given by the MathWorks to related sets of MATLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, finance and a host of other areas are available from the MathWorks as add-ons to the standard MATLAB software distribution. I use the term Spatial Econometrics Toolbox to refer to my publi...
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The authors report the revision for a course entitled Discrete Data Systems which is a blend of classical and modern digital control, and digital filtering. This revision reflects computing resources now available and as a result no longer are low order system problems assigned. The authors have incorporated symbolic computing in several appropriate places where it can increase understanding an...
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The goal of our method is to find a projection V ∈ RD×d to a subspace of dimensionality d < D that maximizes a sum of divergences. Following [1] we decompose the projection into three parts, namely V> = IdRP where Id is an identity matrix truncated to the first d rows, R is a rotation matrix with RR> = I and P is the whitening matrix that projects the data onto an unit sphere. The optimization ...
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– Square or rectangular subimage area centered at (x, y) (Figure 3.1) ∗ Typically, the neighborhood is much smaller than the image – Center moves over each pixel in the image – T is applied at each point to get g at that location ∗ Compute the average intensity of the neighborhood – Also possible to have neighborhood approximations in the form of a circle – The above application is also called ...
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ژورنال
عنوان ژورنال: Austrian Journal of Statistics
سال: 2016
ISSN: 1026-597X
DOI: 10.17713/ajs.v36i1.317