Empirical Characteristic Function Estimation and Its Applications (Q3157837): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:55, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Characteristic Function Estimation and Its Applications |
scientific article |
Statements
Empirical Characteristic Function Estimation and Its Applications (English)
0 references
19 January 2005
0 references
stable ARMA processes
0 references
stochastic volatility model
0 references
