Displaying 20 results from an estimated 110 matches similar to: "GARCH with t-innovations"
2003 Jul 10
1
Simple linear regression
Dear all,
My friend wants to fit a model of the type
z = a x^n y^m + b,
where x, y, z are data and a, b, n, m are unknown parameters.
How can he transform this to fit in the linear regression framework?
Any help would be appreciated.
With regards,
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:
2002 May 27
2
TAB
Hello,
I am new on the list and in R language. I only have one question -
could it be achieved that pressing a TAB key autocompletes
the possible directions to the R language. This is a Unix
feature and it would greatly boost the performance.
I have R-1.3.1 installed on Linux.
Gorazd
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r-help mailing list -- Read
2017 Aug 18
1
CentOS 7.x Russian certification
Dear all,
does anyone have any idea where to get a list of all CentOS 7.x versions
that are certified to be used within Russia.
My guess is that organizations, such as FSTEK, TR-CU declares those
versions/distributions of CentOS that are certified to be used with
commercial projects in Russia.
Anyone with some information on this, plase advice, I would be very
grateful.
Regards,
Gorazd
2018 Jan 19
0
Bayesian Analysis in GJR-GARCH (p, d) model with Student-t innovations
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
2019 Jun 27
0
About PCYNLITX project and its innovations ( for C+++ multi-threading )
Previously, I have presented my project to you. The current name of my
project is PCYNLITX.
PCYNLITX platform offers completely new programming technology which can be
named as Programmable Meta-Programming System and PCYNLITX platform is just
a particular application of this new programming methodology.
Basically, PCYNLITX is an intelligent integrated development environment (
IDE ) which can
2009 Nov 02
1
AR Simulation with non-normal innovations - Correct
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
2013 Aug 01
2
Asterisk 1.4 CDR vs VoIP Innovations CDR
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
2013 Mar 12
1
rugarch: GARCH with Johnson Su innovations
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
2010 Apr 12
0
[JOBS] Innovative Agile ruby on rails developer / technologist - India
We are looking for an innovative ruby on rails developer to work
remotely from India on projects in Australia full-time 40 hours per
week.
Please respond to info[at]ennova.com.au
We are looking for developers with the following skills:
- Strong in test driven development & behavior driven development
- Continuous integration
- restful architecture
- Ruby, Javascript, MySQL, AJAX, JQuery,
2011 Oct 11
1
Silicon Valley Ruby Innovator Award
The first ever Ruby competition judged by "Matz" in Silicon Valley.
Application Deadline: October 17
http://www.myfukuoka.com/events/2012-fukuoka-ruby-award-competition
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2011 Jul 07
0
[LLVMdev] LLVM job opportunities at Qualcomm Innovation Center
LLVM Developers,
The compiler teams at the Qualcomm Innovation Center are hiring. In summary, we are doing interesting things with LLVM; come join us! I have included a more detailed description below. If you are interested, please contact me at adasgupt at quicinc.com
-Anshu
---
Opportunities at Qualcomm Innovation Center, Inc. Compiler Technologies
Mobile devices are increasingly supporting
2004 Jul 08
1
Asterisk receives TMC Labs Internet Telephony Innovation Award
Asterisk receives TMC Labs Internet Telephony Innovation Award
http://www.tmcnet.com/it/0704/tmclabs.htm
Jim
James H. Thompson
jht@lava.net
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2011 Oct 01
1
innovation of micro$oft...
http://chrome.blogspot.com/2011/09/problems-with-microsoft-security.html
It was just an accident, or not, mr. micro$oft? ...f*ck you..
2002 May 10
0
Re: Samba wins eWeek and PC Magazine "Innovation in I nfrastructure" (i3) award for best Enterprise Software !
It's weird to see money-grubbing on an open-source mailing list.
-----Original Message-----
From: Luke Kenneth Casson Leighton [mailto:lkcl@samba-tng.org]
so you'll be putting some of the money that is earned from
such recognition and increased reputation of samba my way,
then, yes, to fund TNG development, yes, without which such
an award would not have been possible at this time,
2004 Aug 06
1
Sub Vector Quantization of Innovation
Hi
I am a student and working on Speech Coding and Speex.
I just want to know where to get the document
describing subvector quantization of innovation. Is
there any document which can help me know how C code
works or any paper exactly explainin the idea?
regards
Faisal
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2006 May 19
1
Innovative Enterprise Microarray Software
3rd Millennium is announcing the release of its award winning Array Repository and Data Analysis System (ARDAS) version 2. ARDAS is a web-enabled enterprise software system that provides a complete and fully integrated solution to microarray data acquisition, management, and analysis.
ARDAS includes three main modules:
1- A Laboratory Information Management System (LIMS)
2- A repository and data
2017 Dec 17
0
Collaborative Wiki for fostering Open Innovation in R
Dear R Developers,
I am writing in order to open a constructive debate whether if it is worth
it that R Project adopts the Apache Software Foundation & Wikipedia Model
for Open Documentation by using a Collaborative Wiki & Document Store (As a
complement to Bugzilla and Mailing Lists), for fostering collaboration in R
Development.
The objective would be to promote innovation and
2017 Dec 18
0
Collaborative Wiki for fostering Open Innovation in R
I have found Apache JSPWiki solution, which might work and is open source:
https://jspwiki.apache.org
In addition, I will test xwiki, and give my insights about the tool on
r-devel, as it might just be a resolutive tool for collaboration thanks to
it's extensible architecture.
Kind regards,
Juan Telleria
[[alternative HTML version deleted]]
2008 Feb 27
0
Call for abstracts: Innovative Tools in Data Analysis (ERCIM08)
Dear useRs,
we are organizing the following session
Topic: Innovative Tools in Data Analysis
Organizers: Achim Zeileis and Bettina Gruen
at the
First Workshop of the ERCIM Working Group on Computing & Statistics
June 19-21, 2008 Neuchatel, Switzerland
URL: http://www.dcs.bbk.ac.uk/ercim08
To improve the quality of statistical data analysis the provision of
innovative tools which make new
2011 Nov 22
1
arima.sim: innov querry
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?