ISSN:
1572-9974
Keywords:
maximum likelihood
;
disequilibrium models
;
automatic differentiation.
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Economics
Notes:
Abstract Nonlinear estimation problems have a unknown number of stationary points. Interval arithmetic is a promising method that eliminates all but the global optimum. Automatic differentiation provides users with a convenient method of computing the gradient and Hessian of nonlinear functions. These two can be combined to provide an efficient and convenient global optimization process.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008633613243
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