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Last seen: ongeveer 4 jaar ago |  Active since 2011

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How to get log likelihood after estimating a state space model with Kalman filter ?
Hello, How can I get the log likelihood after estimating a state space model with Kalman filter ? Thanks

ongeveer 11 jaar ago | 1 answer | 0

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Estimating state space model using Kalman filter
Hello, Can anyone help me to estimate the parameters included in the matrices A,B,Z and D using a matlab toolbox of the model :...

ongeveer 11 jaar ago | 2 answers | 0

2

answers

Answered
specifying state space models in SysID toolbox
Hi, I'm trying to estimate an identical model and I'm lost, would you please tell me the steps of using that toolbox ? Thank...

ongeveer 11 jaar ago | 0

Answered
Intermediate variables value at the optimisation achievement
Thanks for your answer, but I don't see how to use growdata where puting it, adding to this growdata takes additional CPU ressou...

ongeveer 13 jaar ago | 0

Answered
NGARCH Estimation in MATLAB
Hi, I'am working on the same thing, if you want we can collaborate together.

ongeveer 13 jaar ago | 0

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Intermediate variables value at the optimisation achievement
Hello, I'am trying unsuccessfuly since several weeks to get the value of intermediate variables at the achievement of fmincon...

ongeveer 13 jaar ago | 3 answers | 0

3

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Answered
How can I get my parameters after running fmincon ?
THanks for your answers, i'll try that

ongeveer 13 jaar ago | 0

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How can I get my parameters after running fmincon ?
Hello, How can I get the value of my parameters (par) after achieving minimization by fmincon and the value of intermediate var...

ongeveer 13 jaar ago | 3 answers | 0

3

answers

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Errors in declaring the function to minimize
[EDIT: 20110618 10:01 CDT - reformat - WDR] Hello, I am trying to write a code to calibrate a GARCH option pricing to market ...

ongeveer 13 jaar ago | 2 answers | 0

2

answers