For stationary time series in the parameter estimation methods (including moment estimation, maximum likelihood estimation) and forecasting methods (including the difference equation forecasting methods, inverse function of forecasting methods, Green s function prediction method) Application matlab program, we can easily use

Packet : 23825742timeseries.rar filelist
格林函数预测算法\cancha.m
格林函数预测算法\Green.m
格林函数预测算法\GreenZHU.m
逆函数预测算法\Tquan.m
逆函数预测算法\Iquan.m
逆函数预测算法\nihans.m
极大似然估计\ARMA\cc.m
极大似然估计\ARMA\mle.m
极大似然估计\改进的MA模型的极大似然估计\GJMAmle.m
极大似然估计\改进的MA模型的极大似然估计\MA.m
极大似然估计\AR(P)\ccs.m
极大似然估计\AR(P)\zhg.m
矩估计\滑动平均模型参数估计算法\hdpjxxddgj.m
矩估计\MA模型的Newdon-Raphson算法\jz2.m
矩估计\MA模型的Newdon-Raphson算法\jz1.m
矩估计\MA模型的Newdon-Raphson算法\NewtonRaphson.m
矩估计\自回归模型参数估计算法\zhgddgj.m
差分方程预测方法\cf.m
极大似然估计\ARMA
极大似然估计\改进的MA模型的极大似然估计
极大似然估计\AR(P)
矩估计\滑动平均模型参数估计算法
矩估计\MA模型的Newdon-Raphson算法
矩估计\自回归模型参数估计算法
格林函数预测算法
逆函数预测算法
极大似然估计
矩估计
差分方程预测方法

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