scientific article; zbMATH DE number 3046346
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Publication:5785574
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(6)- The detection and estimation of long memory in stochastic volatility
- Note on the moments of the logarithmic non-central \(\chi^2\) and \(z\) distributions
- Extremes of stochastic volatility models
- On the asymptotic behavior of Akaike's BIC
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution
- Expansions about the gamma for the distribution and quantiles of a standard estimate
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