matlab likelihood,Maximum-Likelihood-Estimation

Maximum-Likelihood-Estimation

所属分类：matlab例程

开发工具：Visual C++

文件大小：253KB

下载次数：20

上传日期：2014-04-28 22:12:31

上 传 者：雪之恋

说明：  用MATLAB编写代码,在经济和金融中法对连续时间过程实现了封闭的最大似然估计方法

(The code, written in MATLAB, implements the closed-form maximum-likelihood estimation method for continuous-time processes in economics and finance. First, the code maximizes the log-likelihood function and displays the MLE estimates, the standard error estimates (constructed from the inverse of Hessian) and the misspecification-robust standard error (i.e., the sandwich estimate). Second, it reports whether the maximization procedure converges under the default tolerance. Finally, it plots the marginal log-likelihood for each parameter in a neighborhood of the estimates. The blue curve is the likelihood function, while each red star corresponds to the estimate for the corresponding parameter. For more information about the models, please read the user s guide (link "more").)

文件列表：[举报垃圾]

Codes_Matlab.rar,260202,2014-04-28

main_script_MLE.m,2361,2014-04-28

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