Empirical Characteristic Function Estimation and Its Applications (Q3157837)

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Empirical Characteristic Function Estimation and Its Applications
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    Statements

    title
    Empirical Characteristic Function Estimation and Its Applications (English)
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    author
    Jun Yu
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    publication date
    19 January 2005
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    zbMATH Keywords
    stable ARMA processes
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    stochastic volatility model
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    Identifiers

    DOI
    10.1081/ETC-120039605
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    Mathematics Subject Classification ID
    62G05
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    62G30
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    62M09
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    65C05
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    62M05
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    zbMATH DE Number
    2130158
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