代码搜索：ESTIMATION
找到约 3,786 项符合「ESTIMATION」的源代码
代码结果 3,786
www.eeworm.com/read/449504/7502728
m garchpq.m
function [parameters, likelihood, ht, stderrors, robustSE, scores, grad] = garchpq(data , p , q , startingvals, options)
% PURPOSE:
% GARCH(P,Q) parameter estimation with normal innovations usin
www.eeworm.com/read/449504/7502729
m fattailed_garchlikelihood2.m
function [LLF, h, likelihoods] = fattailed_garchlikelihood(parameters , data , p , q, errortype, stdEstimate, stdEstimate2, T, breakpt)
% PURPOSE:
% Likelihood for fattailed garch estimation
%
www.eeworm.com/read/449504/7502736
m garchpq_eviews.m
function [parameters, likelihood, ht, stderrors, robustSE, scores, grad] = garchpq(data , p , q , startingvals, options)
% PURPOSE:
% GARCH(P,Q) parameter estimation with normal innovations usin
www.eeworm.com/read/449504/7502773
m maxcore.m
function [e,E]=maxcore(regressand,parameters,ma,tau);
% PURPOSE:
% Forward recursion for armax estimation
%
% USAGE:
% [e,E]=maxcore(regressand,parameters,ma,tau)
%
% INPUTS:
% S
www.eeworm.com/read/449504/7502864
m contents.m
% matrix exponential model estimation functions
%
% mess : maximum likelihood MESS estimates
% mess_d : An example of using mess() on a small dataset
% mess_d2 : An e
www.eeworm.com/read/441402/7670970
m lambda.m
function [a, disall] = lambda(fidlog, n, Q, a)
%LAMBDA integer estimation with the LAMBDA method
% fidlog file identification for log-file
% n dimension of matrix Q and vector a
% Q
www.eeworm.com/read/441245/7673222
m testp.m
%TESTP Error estimation of Parzen classifier
%
% E = TESTP(A,H,T)
% E = TESTP(A,H)
%
% INPUT
% A input dataset
% H matrix smoothing parameters (optional, def: determined via
%
www.eeworm.com/read/199224/7877012
m hosmatrix.m
function A = hosmatrix(N,r)
% hosmatrix.m
%
% This function generate a matrix consists of only 1 and 0 for the
% phase estimation method proposed in the following paper.
%
% Reference:
% [1]
www.eeworm.com/read/198546/7928747
m dcc_mvgarch_likelihood.m
function [logL, Rt, likelihoods, Qt]=dcc_mvgarch_likelihood(params, stdresid, P, Q)
% PURPOSE:
% Restricted likelihood for use in the DCC_MVGARCH estimation and
% returns the likeliho
www.eeworm.com/read/198546/7928751
m idcc_mvgarch_full_likelihood.m
function [logL, Rt, likelihoods]=Idcc_garch_full_likelihood(parameters, data, archP,garchQ)
% PURPOSE:
% Full likelihood for use in the DCC_MVGARCH estimation and
% returns the likeli