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Maximization of a Likelihood Function

• To: mathgroup at smc.vnet.net
• Subject: [mg91442] Maximization of a Likelihood Function
• From: Gregory Lypny <gregory.lypny at videotron.ca>
• Date: Fri, 22 Aug 2008 03:10:46 -0400 (EDT)

Just curious to know if anyone has written a Mathematica routine to  
maximize a likelihood function.  I'd like to tinker with one and apply  
it to multivariate GARCH if that is possible.  I know that the Time  
Series package has a univariate GARCH command, but I am unaware of any  
multivariate routines.

Regards,

	Gregory