On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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