ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495): Difference between revisions

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Latest revision as of 16:59, 30 December 2024

scientific article; zbMATH DE number 5220232
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ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility
scientific article; zbMATH DE number 5220232

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    ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (English)
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    16 December 2007
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    long memory
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    estimating equations
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    asymptotic normality
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