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Constrained optimization
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infeasibility
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inference under constraints
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Dziubinski, Matt P.
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School of Economics and Management, University of Aarhus
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subject:"cgarch"
(25 results)
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Conditionally-uniform Feasible Grid Search Algorithm
Dziubinski, Matt P.
-
School of Economics and Management, University of Aarhus
-
2012
particular the Simplified Component GARCH Model (
SCGARCH
), together with algorithms for the objective function and analytical … gradient computation for
SCGARCH
. …
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