Pages that link to "Item:Q1398961"

The following pages link to Gaussian inference on certain long-range dependent volatility models (Q1398961):

Displayed 8 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) ‎ (← 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)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) ‎ (← links)
• Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) ‎ (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) ‎ (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) ‎ (← links)
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) ‎ (← links)