ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:58, 9 February 2024
scientific article; zbMATH DE number 5220232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility |
scientific article; zbMATH DE number 5220232 |
Statements
ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (English)
0 references
16 December 2007
0 references
long memory
0 references
estimating equations
0 references
asymptotic normality
0 references
