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Alex


Last seen: 2 years ago |  Active since 2016

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Wrong Hessian output in fminunc
Can somebody explain weird Matlab's output for the following optimization problem? The goal is to minimize and to evaluate Hess...

4 years ago | 3 answers | 0

3

answers

Question


Estimate parameters (multivariate t distribution)
Hello! Is there a built-in function in Matlab that estimates parameters of a multivariate t distribution (scale matrix, degree...

4 years ago | 0 answers | 1

0

answers

Question


Constrained ARIMA parameter estimation
Hello! How do I estimate the parameters of ARIMA model with lower bounds on the parameters (constrained optimization)? I'm cur...

5 years ago | 0 answers | 0

0

answers

Question


ARIMA model (infer the inputs)
Hello! I have to estimate the following MA(1) model where is available time series. I can estimate the model parameter an...

5 years ago | 0 answers | 0

0

answers

Question


Date and number (hour) to times
I have two columns: First - Date (for example, 24-Jun-2015); Second - Hour for that Date (for example, 9, i.e., just a number of...

5 years ago | 1 answer | 0

1

answer

Question


Why simple expression is not simplified (Symbolic Toolbox)?
Quite simple code syms a b assume(a,'real'); assume(b,'real'); simplify((-1)^a*(b-1)^a) The answer is obviously (1-b)...

6 years ago | 1 answer | 0

1

answer

Question


Estimating GARCH(1,1) model with fmincon
Hello! I have the script that estimates GARCH(1,1) model, but for some reason I obtain parameter estimates that are a little ...

8 years ago | 1 answer | 0

1

answer