mlgarchObjective and mlgarchRecursion1 are auxiliary functions called by
mlgarch. The functions are not intended for the average user.
numeric vector of VARMA parameters
To understand the structure and content of pars and aux, see the source code of the
mlgarchObjective returns the log-likelihood of the VARMA representation, whereas mlgarchRecursion1 returns the residuals of the VARMA representation associated with the VARMA parameters pars
Genaro Sucarrat, http://www.sucarrat.net/
Sucarrat, Gronneberg and Escribano (2013), 'Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown', MPRA Paper 49344: http://mpra.ub.uni-muenchen.de/49344/
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