Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 400914

a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.

1 vote
0 answers
104 views

Manual maximum likelihood estimation of realized GARCH behaving poorly

I'm trying to estimate the maximum likelihood of a realized GARCH model. Below are the equations and the parameters I want to estimate I'm using the below function to maximise the likelihood, but it …
user199's user avatar
  • 23