Application of Spectrum Estimation in Financial Time Series Model Validation
Zhou Juan · Coal Technology · 2012
In the financial time series model in introducing window spectrum estimation model,in order to ensure that the financial time series model set to accuracy standard.This paper first introduced the spectrum analysis based on the dynamic performance based on the method of inspection,and take the empirical comparison research,draw: in the financial time series model set for validation of the accuracy of the spectrum analysis of the model is validated method validation more superior performance,can be more comprehensive reveal information system.