Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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