Thiago do Rêgo Sousa
From MaRDI portal
Person:5012857
Available identifiers
zbMath Open do-rego-sousa.thiagoMaRDI QIDQ5012857
List of research outcomes
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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Thiago do Rêgo Sousa