Mercurial > hg > octave-lyh
diff scripts/signal/arch_rnd.m @ 7031:120f3135952f
[project @ 2007-10-15 15:30:03 by jwe]
author | jwe |
---|---|
date | Mon, 15 Oct 2007 15:31:21 +0000 |
parents | a1dbe9d80eee |
children | 7d06a404b8f9 |
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--- a/scripts/signal/arch_rnd.m +++ b/scripts/signal/arch_rnd.m @@ -23,17 +23,17 @@ ## coefficients @var{b} and CH coefficients @var{a}. I.e., the result ## @math{y(t)} follows the model ## -## @example +## @smallexample ## y(t) = b(1) + b(2) * y(t-1) + @dots{} + b(lb) * y(t-lb+1) + e(t), -## @end example +## @end smallexample ## ## @noindent ## where @math{e(t)}, given @var{y} up to time @math{t-1}, is ## @math{N(0, h(t))}, with ## -## @example +## @smallexample ## h(t) = a(1) + a(2) * e(t-1)^2 + @dots{} + a(la) * e(t-la+1)^2 -## @end example +## @end smallexample ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at>