My Math Forum  

Go Back   My Math Forum > College Math Forum > Advanced Statistics

Advanced Statistics Advanced Probability and Statistics Math Forum


Reply
 
LinkBack Thread Tools Display Modes
August 30th, 2018, 03:26 AM   #1
Newbie
 
Joined: Aug 2018
From: Italia

Posts: 1
Thanks: 0

Std error calculations for estimated parameters

Hi everyone, I am finance student from Italy and I need help for computing std errors for parameters I estimated by means of MLE. Following this paper https://pdfs.semanticscholar.org/29e...668.1535448701 , I minimized the log-likelihood function with MATLAB. The model is ARJI-GARCH and MATLAB do not provide any functions related to it.

Now I have to compute t-stat for the vector of estimated parameters, anyone could help me?

Thank you in advance and sorry for my imperfect english.
AntoGr is offline  
 
Reply

  My Math Forum > College Math Forum > Advanced Statistics

Tags
calculations, error, estimated, parameters, std



Thread Tools
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
Computing the error of a function of the fit parameters Eidolon Probability and Statistics 0 August 14th, 2018 02:34 AM
Chebychev, where mean is not in the middle of the estimated interval yeaho26 Advanced Statistics 2 December 15th, 2016 02:01 PM
Curve fitting - error of parameters fysmat Applied Math 3 April 1st, 2015 12:00 PM
Estimated Volume of a Solid Hemisphere jaredbeach Calculus 9 January 12th, 2012 09:49 PM
models which could be estimated using OLS? billy Linear Algebra 0 April 28th, 2010 07:40 PM





Copyright © 2018 My Math Forum. All rights reserved.