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Yasin Simsek


6 total contributions since 2019

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Question


Parametrizing Initial Points for fminunc
I want to minimize a function. When doing this I want also to parameterize initial points and try to optimze them. Indeed, i hav...

3 months ago | 2 answers | 0

2

answers

Question


Initial point selection in MLE of GARCH
I want to estimate a simple GARCH(1, 1) model with maximum likelihood estimation. I wrote the log likelihood function. I minimiz...

3 months ago | 0 answers | 0

0

answers

Question


"Fminunc cannot continue" Error with gamma function
I am trying to minimize minus likelihood function for the ML estimation. I get the following error: "Objective function is undef...

4 months ago | 1 answer | 0

1

answer

Question


Supplied objective function must return a scalar value in fminunc
I write the following code for AR(2) process maximum likelihood estimation global y t; y = [1 2 4 6 4 12 11 13 11 14 16 17]'...

6 months ago | 1 answer | 0

1

answer

Question


Not enough input arguments with fminunc
I wrote the followng code global y t; y = [1 2 4 6 4 12 11 13 11 14 16 17]'; T = length(y); t = [1:T]'; x0 = [0, 0]; ...

6 months ago | 1 answer | 0

1

answer

Question


fminbnd gives "Operands to the || and && operators must be convertible to logical scalar values"
I am trying to write value function iteration method. I write following function; function val = valfnc(k) global beta alph...

10 months ago | 1 answer | 0

1

answer