Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B70 / rank | |||
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| Property / zbMATH DE Number: 6570104 / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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semiparametric estimation | |||
| Property / zbMATH Keywords: semiparametric estimation / rank | |||
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frequency domain | |||
| Property / zbMATH Keywords: frequency domain / rank | |||
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Revision as of 16:10, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models |
scientific article |
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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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