Gaussian inference on certain long-range dependent volatility models (Q1398961)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian inference on certain long-range dependent volatility models |
scientific article |
Statements
Gaussian inference on certain long-range dependent volatility models (English)
0 references
7 August 2003
0 references
Volatility model
0 references
Nonlinear moving average model
0 references
Long memory
0 references
Whittle estimation
0 references
