Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621): Difference between revisions

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Latest revision as of 17:58, 30 December 2024

scientific article; zbMATH DE number 5220339
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English
Linear‐representation Based Estimation of Stochastic Volatility Models
scientific article; zbMATH DE number 5220339

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    Linear‐representation Based Estimation of Stochastic Volatility Models (English)
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    16 December 2007
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    ARMA representation
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    consistency
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    asymptotic normality
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    adequacy testing
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