Why can't fmincon/fminunc for multivariate MaximumLikelihood method take more than 97 dimensions (matlab)?

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不思量自难忘°
不思量自难忘° 2021-01-31 04:41

I want to know the reason why matlab can\'t take more than 97 time series dimensions for the ML approach of some sort of GARCH model. Is there a dimensional limit for inverting

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