Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models |
scientific article |
Statements
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (English)
0 references
18 April 2016
0 references
long memory
0 references
stochastic volatility
0 references
semiparametric estimation
0 references
frequency domain
0 references
