𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Analytic Hessian matrices and the computation of FIGARCH estimates

✍ Scribed by Marco J. Lombardi; Giampiero M. Gallo


Book ID
110544310
Publisher
Springer
Year
2002
Tongue
English
Weight
936 KB
Volume
11
Category
Article
ISSN
1613-981X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Analysis of the updated Hessian matrices
✍ Josep Maria Bofill; MΓ³anica Comajuan πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 971 KB

We present an analysis of the behavior of different updating Hessian formulas when they are used for the location and optimization of transition structures. The analysis is based on the number of iterations, the minimum of the weighted Euclidean matrix norm, and first-order perturbation theory appli