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Sid S


Last seen: 4 years 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

11 years ago | 1 answer | 0

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Question


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 :...

11 years 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...

11 years 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...

13 years ago | 0

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

13 years 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...

13 years ago | 3 answers | 0

3

answers

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

13 years ago | 0

Question


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...

13 years ago | 3 answers | 0

3

answers

Question


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 ...

13 years ago | 2 answers | 0

2

answers