Pages that link to "Item:Q299258"

The following pages link to Econometric estimation in long-range dependent volatility models: theory and practice (Q299258):

Displaying 15 items.

• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
• Estimation of stochastic volatility with LRD (Q929714) (← links)
• A two-sample test for comparison of long memory parameters (Q990895) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Statistical estimation for stationary models with tapered data (Q2116627) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
• NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
• Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
• Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)