Thiago do Rêgo Sousa
From MaRDI portal
Person:5012857
Available identifiers
zbMath Open do-rego-sousa.thiagoMaRDI QIDQ5012857
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Moment-based estimation for the multivariate COGARCH(1,1) process | 2022-10-06 | Paper |
| Indirect inference for time series using the empirical characteristic function and control variates | 2021-11-25 | Paper |
| Indirect inference for Lévy-driven continuous-time GARCH models | 2019-11-07 | Paper |
Research outcomes over time
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