Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9469.2006.00495.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9469.2006.00495.X / rank | |||
Normal rank | |||
Latest revision as of 16:58, 30 December 2024
scientific article; zbMATH DE number 5220339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear‐representation Based Estimation of Stochastic Volatility Models |
scientific article; zbMATH DE number 5220339 |
Statements
Linear‐representation Based Estimation of Stochastic Volatility Models (English)
0 references
16 December 2007
0 references
ARMA representation
0 references
consistency
0 references
asymptotic normality
0 references
adequacy testing
0 references
0 references
0 references
