Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236): Difference between revisions

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Latest revision as of 20:13, 11 July 2024

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Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
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    Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (English)
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    18 April 2016
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    long memory
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    stochastic volatility
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    semiparametric estimation
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    frequency domain
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