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Description: 计算hurst的程序，用whittle方法，比较好用
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Size: 4218 |
Author: yy |
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Description: 计算hurst的程序，用whittle方法，比较好用-Hurst calculation procedures, using whittle method to compare use
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Size: 4096 |
Author: yy |
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Description: code derived from the Matlab code for local Whittle estimation
and exact local Whittle estimation of the memory parameter (d) in fractionally
integrated (I(d)) time series.-code derived from the Matlab code for local Whittle estimation
and exact local Whittle estimation of the memory parameter (d) in fractionally
integrated (I(d)) time series.
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Size: 9216 |
Author: x2222z |
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Description: This toolkit for exact local whittle estimator of degree of fractional integration. Detailed description is included in the .zip file.-This is toolkit for exact local whittle estimator of degree of fractional integration. Detailed description is included in the .zip file.
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Size: 9216 |
Author: whlee |
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Description: 对ARMA 模型进行建模，在使用whittle estimator 的情况下-modeling arma
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Size: 12288 |
Author: estlle0305 |
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Description: Gittin index policy for DR
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Size: 17408 |
Author: Rahul |
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