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Thank you for your reply, but I already read that post and could not find a solution for my problem: α > 0 β > 0 (α+β) < 1 I did find an answer for α > 0 β > 0 (α+β) = 1 That is, ai = exp( bi ) / ( exp( b1 ) + exp( b2 ) + ... + exp( bk ) ) But that's unfortunately not what I'm looking for. Is there ...

Hi, I have a question about estimating the coefficients of the following model: Q_t=(1-α-β)Q + α u_(t-1)^2 + β Q_(t-1) where Q = sample mean of Q_t u_t = error term (obtained from a model estimated previously) α and β are the coefficients of the model The above stated equation is the last step in a ...