Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516): Difference between revisions
From MaRDI portal
Latest revision as of 11:16, 17 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Long memory with stochastic variance model: a recursive analysis for US inflation |
scientific article |
Statements
Long memory with stochastic variance model: a recursive analysis for US inflation (English)
0 references
23 November 2018
0 references
time varying parameters
0 references
importance sampling
0 references
Monte Carlo simulation
0 references
stochastic volatility
0 references
fractional integration
0 references
0 references