Infinite-order, long-memory heterogeneous autoregressive models (Q1623535): Difference between revisions
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Set profile property. |
Set OpenAlex properties. |
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| Property / full work available at URL: https://doi.org/10.1016/j.csda.2013.08.009 / rank | |||
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| Property / OpenAlex ID: W1966922585 / rank | |||
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Revision as of 19:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-order, long-memory heterogeneous autoregressive models |
scientific article |
Statements
Infinite-order, long-memory heterogeneous autoregressive models (English)
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23 November 2018
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HAR-RV model
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least squares estimator
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asymptotic property
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prediction mean-squared error
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realized volatility
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