Gaussian inference on certain long-range dependent volatility models (Q1398961): Difference between revisions

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Latest revision as of 09:58, 30 July 2024

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Gaussian inference on certain long-range dependent volatility models
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    Gaussian inference on certain long-range dependent volatility models (English)
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    7 August 2003
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    Volatility model
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    Nonlinear moving average model
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    Long memory
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    Whittle estimation
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