
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
August 30th, 2018, 02:26 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 loglikelihood function with MATLAB. The model is ARJIGARCH and MATLAB do not provide any functions related to it. Now I have to compute tstat for the vector of estimated parameters, anyone could help me? Thank you in advance and sorry for my imperfect english. 

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 01:34 AM 
Chebychev, where mean is not in the middle of the estimated interval  yeaho26  Advanced Statistics  2  December 15th, 2016 01:01 PM 
Curve fitting  error of parameters  fysmat  Applied Math  3  April 1st, 2015 11:00 AM 
Estimated Volume of a Solid Hemisphere  jaredbeach  Calculus  9  January 12th, 2012 08:49 PM 
models which could be estimated using OLS?  billy  Linear Algebra  0  April 28th, 2010 06:40 PM 