Parameter estimation for long-memory stochastic volatility at discrete observation

DOI10.1155/2014/462982zbMath1472.62037WikidataQ59038438 ScholiaQ59038438MaRDI QIDQ1724169

Xianqiang Yang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/462982

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation