Hello,

By fixing log_vraisemblance, gradient and hessian function linked to a
family density like exp(theta.xi), I'm looking for some efficients
estimators by PML.

So I've seen optim,nlminb, et maxLik procedure.

But I 'm not sure that the heteroscedacity of my estimators are considered.

Does anyone has been deal with kind of problem?

Thanks for your help.

 

 


	[[alternative HTML version deleted]]

