Gaussian inference on certain long-range dependent volatility models (Q1398961): Difference between revisions
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Revision as of 03:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian inference on certain long-range dependent volatility models |
scientific article |
Statements
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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