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by Dunk
February 18th, 2011, 1:18 pm
Forum: Technical Forum
Topic: Maximum Likelihood Log Likelihood
Replies: 4
Views: 22606

Maximum Likelihood Log Likelihood

<t>Need to program some rudimentary fitting for various time series processes. Is there a good source (resource) of maximum likelihood or log likelihood functions corresponding to processes (Vasicek, CIR, Jump Diffusion, GARCH, autoregressive, moving average)? No MATLAB used here - sorry - and also ...