Pages that link to "Item:Q1292339"
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The following pages link to A new estimator of the fractionally integrated stochastic volatility model (Q1292339):
Displayed 4 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)