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MMSE Forecasting - not clear

조회 수: 1 (최근 30일)
Ranjan
Ranjan 2012년 3월 30일
마감: MATLAB Answer Bot 2021년 8월 20일
I think the garch prediction section of the econometrics toolbox is poorly written - my specific problem is with SigmaTotal - what is it and how it relate to SigmaForecast is not clear - even the examples are not helpful.
In particular is equation 6-1 correct ? - the index i on the left hand side does not refer to anything

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