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Alessandra Costa


9 2018 年以降の合計貢献数

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質問


robustvcv matlab function error message
Good morning to everyone, I had an error when I try to estimate a robust variance covariance matrix, using robustvcv. In particu...

2ヶ月 前 | 0 件の回答 | 0

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質問


MaxFunEvals fmincon default option
Good evening to everyone, I would like to know how I can chang the MaxFunEvals number using fmincon. Before calling the optimiza...

2ヶ月 前 | 1 件の回答 | 0

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質問


Problem in likelihood convergence
Good evening to everyone, I coded an entire model in Matlab about multivariate time series and I adopted as optimization solver ...

2ヶ月 前 | 0 件の回答 | 0

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質問


IMPOSING CONSTRAINTS in FMINCON
Hi to everyone, I would like to know if is it possible to insert a constraint on fmincon, that works on parameters, in the sense...

6ヶ月 前 | 1 件の回答 | 0

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質問


Error in fmincon-NaN values
Hi to everyone, I work with a matrix of time series (21 financial time serie), and I'm trying to use fmincon optimization functi...

6ヶ月 前 | 1 件の回答 | 0

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質問


Error in barrier function-fmincon
Hello to everybody, I setted a gamma log likelihood function and then I try to use fmincon function, because it is a constraint...

6ヶ月 前 | 0 件の回答 | 0

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質問


Constraints on a set of parameter in the likelihood function with fmincon
Hello to everyone, I setted a gamma loglikelihood function in Matlab, defined through a set of parameter theta, that is a 4 by 1...

7ヶ月 前 | 2 件の回答 | 0

2

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質問


Hi everybody, are there codes in Matlab for the estimation of a multivariate MEM model and the multivariate HAR model? Thank you so much
I'm trying to implement those kind of models in Matlab, but I've some difficult in their estimation. The MEM model should be the...

9ヶ月 前 | 0 件の回答 | 0

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Multiplicative Error Model estimation
I've the same question. is there a code for MEM estimation?

9ヶ月 前 | 0