Description: 隐马尔可夫链模型和例程（包括前向、后向算法、Viterbi解码以及为了减少概率数值计算误差编写的对数运算程序）-Introduction to Hiden Markov Model and Example Codes Platform: |
Size: 308224 |
Author:冰激凌 |
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Description: 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. Estimates for the model can choose the distribution function. Used to study structural changes in time series analysis of financial, stock exchange and inflation Research Platform: |
Size: 84992 |
Author:lili |
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Description: Contains the matlab routines to estimate a univariate markov switching multifractal model of calvet and fisher 2004 Platform: |
Size: 6144 |
Author:BAHBINTON |
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Description: 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 model is a set of switching between the Markov process, according to the state transition probability matrix switch of Platform: |
Size: 3305472 |
Author:张凤云 |
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Description: This is a GAUSS program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
-This is a GAUSS program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
Platform: |
Size: 9216 |
Author:Aviral Kumar Tiwari |
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Description: This is a matlab program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
-This is a matlab program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
Platform: |
Size: 10240 |
Author:Aviral Kumar Tiwari |
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Description: 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 utilised in di erent problems in the eld of economics and nance Platform: |
Size: 409600 |
Author:余潇潇 |
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Description: This code performs the univariate analysis of Markov-Switching model. The model shows step by step the implementation of Markov Chains to estimate multiple states and asymmetries in time series. The example is performed ovr the United States GNP. Platform: |
Size: 2352 |
Author:franciscososasotomayor123 |
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