maximum likelihood parameter estimation
COMPUTATIONAL FINANCE pot
... General error distribution 319 319 321 323 18 Maximum likelihood parameter estimation 18.1 The conditional log likelihood 18.2 The covariance matrix of the parameter estimates 18.3 Numerical optimization ... Testing GARCH software 353 353 354 22 GARCH process identification 22.1 Likelihood ratio test 22.2 Significance of the estimated parameters 22.3 The independence of the standardized residuals 22.4 ... bytes long This means that the function g01aac, in which the first parameter (of type Long) is passed by value and the remaining parameters are passed by reference, has a total byte count of 48...
Ngày tải lên: 08/03/2014, 23:20
