Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057): Difference between revisions
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Revision as of 21:21, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak dependence and GMM estimation of supOU and mixed moving average processes |
scientific article |
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Weak dependence and GMM estimation of supOU and mixed moving average processes (English)
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14 February 2019
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weak dependence
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Lévy basis
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generalized method of moments
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Ornstein-Uhlenbeck type process
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stochastic volatility
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