Semiparametric estimation in perturbed long memory series (Q1010559)

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Semiparametric estimation in perturbed long memory series
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    title
    Semiparametric estimation in perturbed long memory series (English)
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    publication date
    6 April 2009
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    Mathematics Subject Classification ID
    62M10
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    62G05
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    62P05
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    62M15
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    zbMATH DE Number
    5540549
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    zbMATH Keywords
    perturbed long memory
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    stochastic volatility
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    semiparametric estimation
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    author
    Josu Arteche
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