Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057): Difference between revisions

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Latest revision as of 04:15, 18 July 2024

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Weak dependence and GMM estimation of supOU and mixed moving average processes
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    Weak dependence and GMM estimation of supOU and mixed moving average processes (English)
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    14 February 2019
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    weak dependence
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    Lévy basis
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    generalized method of moments
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    Ornstein-Uhlenbeck type process
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    stochastic volatility
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