Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867)
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scientific article; zbMATH DE number 7192014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet semi-parametric inference for long memory in volatility in the presence of a trend |
scientific article; zbMATH DE number 7192014 |
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Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (English)
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22 April 2020
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deterministic trend
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long memory
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stochastic volatility
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wavelets
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