Conditionally-uniform Feasible Grid Search Algorithm

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英文文献：Conditionally-uniform Feasible Grid Search Algorithm
英文文献作者：Matt P. Dziubinski
英文文献摘要：
We present and evaluate a numerical optimization method (together with an algorithm for choosing the starting values) pertinent to the constrained optimization problem arising in the estimation of the GARCH models with inequality constraints, in particular the Simplified Component GARCH Model (SCGARCH), together with algorithms for the objective function and analytical gradient computation for SCGARCH.

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