Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621): Difference between revisions
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Revision as of 19:01, 12 February 2024
scientific article; zbMATH DE number 5220339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear‐representation Based Estimation of Stochastic Volatility Models |
scientific article; zbMATH DE number 5220339 |
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Linear‐representation Based Estimation of Stochastic Volatility Models (English)
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16 December 2007
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ARMA representation
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consistency
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asymptotic normality
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adequacy testing
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