搜索资源列表
mr.zip
- matlab自回归马尔可夫转换模型仿真估计与预测,matlab autoregressive Markov switching model simulation estimates and projections
msvar130
- download markov switching model for oxmetrics
MSVARlib-v2.0
- 用gauss运行MS-VAR code.markov-switching VAR-markov-switching VAR CODE FOR GAUSS
MS_Regress_FEX
- 这个Matlab程序估计、预测马尔可夫转换回归(Markov Switching Regression)，绘制出K线图等回归。-The Matlab program estimates, forecasts Markov transition regression (Markov Switching Regression), drawing out the return of K line maps.
Markov-Decision-Process-matlab
- 马氏过程的应用很广， 机器人路径计划， 自动飞行器导航，多目标跟踪， 电梯计划， 网络交换和路由， 银行客户保有等等。-Application of Markov process is broad, robot path plan, automatic vehicle navigation, multi-target tracking, lift plans, network switching and routing, bank customers to maintain and so on.
makefuyuce
- Autoregressive Markov Switching Model函数用于评估、仿真及预测自回归的马尔可夫转换模型。可以选择用于模型估计的分布函数。用于研究时间序列结构性变化，分析金融、股市乃至通货膨胀的研究-Autoregressive Markov Switching Model function for the assessment, simulation and forecasting autoregressive Markov switching model. Estimate
MS_AR_FEX
- matlab仿真Markov机制转换模型-The Markov Regime Switching Package for Autoregressive Models
DDMSVAR03
- ddmsvar oxmetrics cod markov switching model
MSM_MLE
- Contains the matlab routines to estimate a univariate markov switching multifractal model of calvet and fisher 2004
mrsgarchestfor_con_all
- markov switching garch
Algoritmo-EM-Expo
- Process to do Markov Switching AR
tvpm_jnt
- 这是解决markov switching 的code-markov swiching
Markov-Decision-Process-matlab
- 马氏过程的应用很广， 机器人路径计划， 自动飞行器导航，多目标跟踪， 电梯计划， 网络交换和路由， 银行客户保有等等。-Application of Markov process is broad, robot path plan, automatic vehicle navigation, multi-target tracking, lift plans, network switching and routing, bank customers to maintain and so on.
Algoritmo-EM-Expo
- Process to do Markov Switching AR
jae_92
- This is a GAUSS program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."
jae_92m
- This is a matlab program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."
MS_AR_FEX
- MS-AR：马尔科夫取值转移自回归模型，状态可取两种状态，也可以取多种状态。-MS-AR：the program of Markov Switching autoregressive model.
tetonedge-bayesf-7348d7d3ba02
- Bayesian Estimation of Markov Switching Models based on Fruehwirth-Schattner (WU-Wien).
markov-garch
- 马尔科夫区制转移的GARCH模型，能够更好地刻画金融序列区制转移的问题-Markov switching garch
MSUR
- markov switching unit root