ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495)
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scientific article; zbMATH DE number 5220232
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| default for all languages | No label defined |
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| English | ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility |
scientific article; zbMATH DE number 5220232 |
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ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (English)
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16 December 2007
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long memory
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estimating equations
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asymptotic normality
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0.8427910208702087
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0.8418931365013123
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0.836408257484436
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0.8336443305015564
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