Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2008

[Date Index] [Thread Index] [Author Index]

Search the Archive

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


  • Prev by Date: Maximize
  • Next by Date: Minimize with complex values
  • Previous by thread: Re: Maximize
  • Next by thread: Re: Maximization of a Likelihood Function