...始水准值与一次差 分值的 t 统计量及最适落后期, 其中最适落后期的选择是为了使模型中的残差符合 白噪音(white noise process), 选取的方式是依据 AIC 值最小的准则来进行。
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white-noise process 白噪声方程
This is my one year ago to do a Gaussian white noise process, may be useful for you!
这是我一年前做的一个高斯白噪声程序,对你可能有用!
The monthly stock indixes of A-share in two stock markets are used, the results of which indicate that monthly returns in both stock markets are not a white noise process.
一般性数据分析结果表明沪深两市的A股月收益序列都不是一个白噪声过程;
Using white noise to drive shaping filter, the interference model of wave is acquired on the basis of stable stochastic process theory, and the simulation results are satisfactory.
根据平稳随机过程理论,利用白噪声驱动成形滤波器,获得海浪的干扰模型,并得到了令人满意的仿真结果。
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