Steven

Con actividad desde 2013

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Estadística

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Pregunta

How can I set the x-axis in a plotyy to "datetick('x','yy') "?
Hi, I'm trying to use plotyy but I need a second line on the first y-axis. I'm doing this with the "line" but this screws up ...

más de 11 años hace | 0 respuestas | 0

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How do I calculate the t-statistic of a regression when I already have the coefficients?
Hi, I found the coefficients of a simple regression Y = aX1+bX2 using a maximum likelihood optimization. Now I would like t...

casi 12 años hace | 2 respuestas | 0

2

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How do I change my fminsearch to fmincon with some restrictions on the parameters?
Hi, I am running an fminsearch function but some parameter estimates are coming out as greater than one. As the parameters ar...

casi 12 años hace | 0 respuestas | 0

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How do I use fminsearch to optimize the likelihood function for a Kalman Filter?
Hi, I have written a Kalman Filter which works and I would now like to find the parameters which optimize the likelihood, usi...

casi 12 años hace | 2 respuestas | 0

2

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How can I estimate Kalman Filter with log-likelihood function?
Hi, I have to estimate the following Kalman Filter using a maximum likelihood approach. x(t+1) = A*x(t) + w(t), w ~ N(0, Q)...

casi 12 años hace | 0 respuestas | 0

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Can someone help me with a Kalman Filter problem?
I'm tying to implement a Kalman filter for a system of 6 dependent variables. The purpose is to define 6 stock prices (i) as th...

casi 12 años hace | 0 respuestas | 0

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