Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
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Publication:5430505
DOI10.1111/j.1467-9892.2006.00515.xzbMath1164.62376OpenAlexW2120648119WikidataQ56505953 ScholiaQ56505953MaRDI QIDQ5430505
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Publication date: 16 December 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00515.x
stochastic volatilityMarkov chain Monte Carlonon-Gaussianneuron spikesgeneralized long-memory time series modellikelihood-based analysis
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Cites Work
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- The memory of stochastic volatility models
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