Pages that link to "Item:Q1299552"

The following pages link to Nonlinear time series with long memory: A model for stochastic volatility (Q1299552):

Displaying 11 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Aggregation and memory of models of changing volatility (Q278251) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
• Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)