Pages that link to "Item:Q4677047"
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The following pages link to Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047):
Displayed 4 items.
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)