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.
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