Infinite-order, long-memory heterogeneous autoregressive models (Q1623535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-order, long-memory heterogeneous autoregressive models |
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Infinite-order, long-memory heterogeneous autoregressive models (English)
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23 November 2018
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HAR-RV model
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least squares estimator
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asymptotic property
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prediction mean-squared error
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realized volatility
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