Tsm_ Gauss procedure to estimate vector arma

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2005-9-9 22:26:00 上传

Tsm_ Gauss procedure to estimate vector arma
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关键词：Procedure estimate Vector GAUSS OCED ARMA GAUSS TSM Vector Procedure

could you provide the userguide of this module, anyway this module is fantastic!

excellent work

什么内容

有点小贵…TSM为Gauss的模块之一, 功能为时间序列分析方面, 还算不错的模块哦!!

請問要如何才能賺錢呢  >_<

以下是引用BESSA在2009-5-1 18:23:00的发言：

請問要如何才能賺錢呢  >_<

多传一些好的学习资料到论坛上来，会有奖励的。

TSM (Time Series and Wavelets for Finance)
Author：        T. Roncalli
Date：          1996
Summary
TSM is a GAUSS library for time series modeling in both time domain and frequency domain. It is primarily designed for the analysis and estimation of ARMA, VARX processes, state space models, fractional processes and structural models. To study these models, special tools have been developed like procedures for simulation, spectral analysis, Hankel matrices, etc. Estimation is based on the Maximum Likelihood principle or Gnereralized Method of Moments and linear restrictions may be easily imposed. It also contains several filtering methods (Kalman Filter, FLS and GFLS) and several procedures for Time-Frequency analysis of 1-D signal (wavelet analysis and wavelet packet analysis).


外加 例子讲解
可以自己google。 不想自己Google下载，可以在这下载，不过就象征性的征收1论坛币