1) ARFIMA-ARIMA-WRV model
ARFIMA-ARIMA-WRV模型
2) ARFIMA model
ARFIMA模型
1.
Maximum Likelihood Estimation of ARFIMA Models with Missing Values;
存在缺失值的ARFIMA模型的最大似然估计
2.
As Hurst parameter estimated bias exists,the precision may be improved by using nonlinear estimate,where ARFIMA model is proposed and used for verification.
采用ARFIMA模型对沪深股市收益率的长期记忆性进行了检验,根据分段检验的结果,得出了一些我国证券市场有效性的结论。
3.
At last, ARFIMA model and stable distribution parameters in practical application are used to exchange rate fluctuation forecasting.
文中分析了分形市场理论在市场预测中的优点 ,通过汇率波动的奇异吸引子测定和R/S分析说明分形市场分析在预测中的有效性 ,并采用ARFIMA模型和稳定分布参数分析进行了实用性研
3) ARFIMA models
ARFIMA模型
1.
The marginal posterior distribution of the parameter in the ARFIMA models is presented by Bayes theorem and the mode of the marginal posterior distribution is choosed as the estimator.
首先根据贝叶斯定理得到ARFIMA模型参数的后验边缘分布,并选择后验边缘分布的众数作为参数的估计值。
4) ARFIMA-FIGARCH Model
ARFIMA-FIGARCH模型
1.
Study on ARFIMA-FIGARCH Model of Return and Volatility Processes in Chinese Stock Market;
中国股市收益及波动的ARFIMA-FIGARCH模型研究
2.
In this paper the ARFIMA-FIGARCH model is introduced to measure risk.
针对大量经济时间序列所呈现出的波动“丛集”、时变方差和长记忆特征，本文重点研究了既能描述收益长记忆又能刻画波动长记忆的风险度量的ARFIMA-FIGARCH模型。
5) ARFIMA-EGARCH model
ARFIMA-EGARCH模型
6) ARFIMA-TARCH model
ARFIMA-TARCH模型
1.
This article studies daily,weekly,monthly returns ratio of Shanghai stock index and Shenzhen stock index from 1996 to 2006 with the ARFIMA-EGARCH and the ARFIMA-TARCH model,in the help of EViews,S-plus and the Matlab software and compared with the corresponding ARFIMA model.
本文应用ARFIMA-EGARCH和ARFIMA-TARCH模型,借助EViews、S-plus、Mat-lab软件,对上海(上证综指)和深圳(深证成指)两股市1996。
补充资料：[3-(aminosulfonyl)-4-chloro-N-(2.3-dihydro-2-methyl-1H-indol-1-yl)benzamide]
分子式：C16H16ClN3O3S
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条