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