Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236)
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scientific article; zbMATH DE number 6570104
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| English | Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models |
scientific article; zbMATH DE number 6570104 |
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Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (English)
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18 April 2016
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long memory
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stochastic volatility
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semiparametric estimation
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frequency domain
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0.9106691479682922
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0.8873322010040283
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0.8594836592674255
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0.8594836592674255
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