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
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.
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
- 马尔科夫状态转换模型的matlab预测程序-markov regime switching model code on matlab
IMM
- 交互多模型算法是一种用模型集描述系统各个时刻的状态，相对于单模型系统有很大的适应性，其模型集之间的切换是一个马尔科夫过程，按照状态转移概率矩阵进行切换的-Interacting multiple model algorithm is a model used to describe the system sets the status of each moment, as opposed to a single model system has great flexibility, the mo
MS_Regressmarkov
- 马尔科夫机制转换模型代码,可以用于货币政策传导机制的拟合与预测.-Markov state switching models are a type of speci cation which allows for the transition of states as an intrinsic property of the econometric model. Such type of statistical representations are well known and utilis