A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551): Difference between revisions

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Latest revision as of 12:48, 9 December 2024

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A wavelet Whittle estimator of generalized long-memory stochastic volatility
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    A wavelet Whittle estimator of generalized long-memory stochastic volatility (English)
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    24 March 2016
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    long-memory
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    \(k\)-GARMA
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    stochastic volatility
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    Whittle estimator
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    wavelets
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