Sid S

Last seen: oltre 5 anni fa | Attivo dal 2011

Followers: 0 Following: 0

Messaggio

Statistica

Feeds

Domanda

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

oltre 12 anni fa | 1 risposta | 0

1

risposta

Domanda

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 :...

oltre 12 anni fa | 2 risposte | 0

2

risposte

Risposto
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...

oltre 12 anni fa | 0

Risposto
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...

oltre 14 anni fa | 0

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

oltre 14 anni fa | 0

| accettato

Domanda

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...

oltre 14 anni fa | 3 risposte | 0

3

risposte

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

oltre 14 anni fa | 0

Domanda

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...

oltre 14 anni fa | 3 risposte | 0

3

risposte

Domanda

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 ...

oltre 14 anni fa | 2 risposte | 0

2

risposte