similar to: About PCYNLITX project and its innovations ( for C+++ multi-threading )

Dear all, Can garch function fit also t-innovations or only Gaussian innovations? -- With kind regards -- Lepo pozdravljeni -- Gr??e (Gr?ezi) -- Gorazd Brumen ------------------------------- Mail 1: gbrumen at student.ethz.ch Mail 2: gorazd.brumen at fmf.uni-lj.si Tel.: +41 (0)1 63 34906 Homepage: valjhun.fmf.uni-lj.si/~brumen

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops

Good day Ma'am/Sir, I am Resa Mae R. Sangco a Master of Statistics student from the MSU- Iligan Institute of Technology located in Iligan City, Philippines. I am currently doing my thesis entitled ?Bayesian Analysis in GJR-GARCH (p,d) model with Student-t innovations". In finding my posterior distribution since it is hard to integrate, I use Markov Chain Monte Carlo simulation

When I compare my total minutes on the bill from VoIP Innovations, to the number from our CDRs, I'm finding a smalish (3-4%) discrepancy in the count of minutes. I'm wondering why it's there. Are there different methods of counting the billable start or end point of a phone call? If it matters, I'm counting more termination minutes than they are and they're counting more

Hey, I'm trying to implement a GARCH model with Johnson-Su innovations in order to simulate returns of financial asset. The model should look like this: r_t = alpha + lambda*sqrt(h_t) + sqrt(h_t)*epsilon_t h_t = alpha0 + alpha1*epsilon_(t-1)^2 + beta1 * h_(t-1). Alpha refers to a risk-free return, lambda to the risk-premium. I've implemented it like this: #specification of the model

Hi everyone, I have an ubuntu server 9.10 as server and fedora 11 as client and I have installed and configured samba 3.4.0 on ubuntu and samba 3.4.7-0.50.fc11 on fedora, and openldap smbldap-tools and ldapscript. My problems are related to UID numbers ( at least I think so). muratcan, muratcan2, muratcan3 has been created by ldapscript and on server side there is written

Hello, I have used the arima.sim function to generate a lot of time series, but to day I got som results that I didn't quite understand. Generating two time series z0 and z1 as eps <- rnorm(n, sd=0.03) z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps) and z1 <- arima.sim(list(ar=c(0.9)), n=n, sd=0.03), I would expect z0 and z1 to be qualitatively similar. However, with n=10 the

Apologies for thickness - I'm sure that this operates as documented and with good reason. However... My understanding of arima.sim() is obviously imperfect. In the example below I assume that x1 and x2 are similar white noise processes with a mean of 5 and a standard deviation of 1. I thought x3 should be an AR1 process but still have a mean of 5 and a sd of 1. Why does x3 have a mean of ~7?

I hadn't seen anything on the asterisk list but just in case anyone is interest. Regards, Dean Collins Cognation Pty Ltd dean at cognation.net +1-212-203-4357 Ph +61-2-9016-5642 (Sydney in-dial). > -----Original Message----- > From: Murat Aktihanoglu [mailto:murat at unype.com] > Sent: Wednesday, 22 October 2008 9:57 PM > To: Dean Collins > Subject: Fwd: [wwwac] Thursday 23

PB with NT 5.0 Beta 1 Cant Find Services/Rdr il registry ... So can't put Enable Plain Text Password=1 Could someone help me ??? -- Eric Murat Tel : +33.1.34.30.50.27 Email : E.Murat@sagem.fr Fax : +33.1.34.30.50.17 SAGEM Eragny Avenue du Gros Chene 95612 Cergy Pontoise Cedex FRANCE

Hi All, My name is Murat . I am a master degree student at Telecominication Department of Y?ld?z Teknik University in Turkey. I take a voip project that is about enhancement of voip service quality on ?nternet under high traffic conditions. As a part of this I will change some code on open-source voip codec named Speex to imrove service quality under the traffic conditions. But I can not

Can someone help me finding the cause of this pb Samba server started Ok but when client logging [1999/04/06 20:50:51, 2] lib/interface.c:interpret_interfaces(176) Added interface ip=193.56.119.123 bcast=193.56.119.255 nmask=255.255.255.0 [1999/04/06 20:50:51, 2] lib/interface.c:interpret_interfaces(176) Added interface ip=194.146.54.80 bcast=194.146.54.255 nmask=255.255.255.0 [1999/04/06

Hi there, is it possible to use such encryption like SSL/TLS for authenticating users on a mountpoint? I can't find somethin like that in the docmentation and it would be nice to have such a mechanism like that, because all passwords will be transmitted in PLAIN text. This is not very secure, because anyone can see the usernames and passwords in his sniffer program. Would be pleased if

I can configure it now. Thank You! --- On Wed, 6/17/09, Bill Wendling <isanbard at gmail.com> wrote: From: Bill Wendling <isanbard at gmail.com> Subject: Re: [LLVMdev] Configure problem of llvm2.5 in Mac OS X 10.4.11 To: "LLVM Developers Mailing List" <llvmdev at cs.uiuc.edu> Date: Wednesday, June 17, 2009, 6:26 PM Hi Murat, This looks suspicious:  

Has anybody got Trillian to work? If so, how? Dex -- -----BEGIN GEEK CODE BLOCK----- Version: 3.12 GCS d--(+)@ s-:+ a- C+++(++++) UL+>++++ P+>++ L+++>++++ E-- W++ N o? K- w--(---) !O M+ V- PS++(+) PE(-) Y+ PGP(-) t++(---)@ 5 X+(++) R+(++) tv--(+)@ b+(+++) DI+++ D G++ e* h>++ r%>* y? ------END GEEK CODE BLOCK------ http://www.againsttcpa.com - nothing fights like the opposition

Hi. I was wondering if the zplex in the dev kit could be configured to have all fxs ports, instead of the standard 8 fxo + 16 fxs. If so, anyone managed to do that? Matteo. -- Matteo Brancaleoni Powered by RedHat Linux 8.0 Linux User #153521 -----BEGIN GEEK CODE BLOCK----- Version: 3.12 GS d? s:- a- C+++ UL++++ P+ L+++ E- W+++ N++ o K- w-- O- M-- V-- PS PE- Y PGP++ t 5 X+ R tv- b++ DI D+ G e

Hello, I'd like to know if with the current version of samba it is possible to limit the number of simultaneous login sessions? I have a lot of users which share their passwords despite being warned against it, so I was told to stop them. Until now I haven't been able to find any form to do this, Does anyone have any idea about how to do it? regards. -- -----BEGIN GEEK CODE BLOCK-----

Hello, Now I'm trying to move the LDAP backend from the master OpenLDAP server to a slave one. The ACL rules for all directories requires a "ssf = 112" (Security Strength Factor) just to be sure that all connections are properly encrypted. Also the slave directory has a referral directive pointing the master directory. Samba works perfectly with the slave directory except when

Hi Thomas, On Tue, Aug 15, 2006 at 10:43:28AM +0200, Thomas B. Ruecker wrote: > Do players support https? obviously not. But the implementation of SSL in a player isn't that hard. In a matter of fact, SSL isn't the best solution for a public stream, but I want to use it for a private stream, where every user has the knowledge how to use a player with ssl. :-) > You could simply set

Hi to all, today I have released the version 0.3 of ast-ax-snmpd. It is some code that adds the snmp subagent functionality to asterisk, using the ucd snmp framework and following the agentX standard. It has tested under debian woody, with specific version of ucd_snmp, so your mileage may vary. I am evaluating to transfer this effort under a more recent net-snmp umbrella, this could permit