On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885)
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scientific article
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| English | On approximate pseudo-maximum likelihood estimation for LARCH-processes |
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On approximate pseudo-maximum likelihood estimation for LARCH-processes (English)
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15 November 2010
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asymptotic distribution
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LARCH process
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long-range dependence
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parametric estimation
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volatility
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0.813529908657074
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0.8091362118721008
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0.79460608959198
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0.7828705310821533
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0.7767938375473022
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