Augmented Half‐Life Estimation Based on High‐Frequency Data (Q5272544)
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scientific article; zbMATH DE number 6737542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented Half‐Life Estimation Based on High‐Frequency Data |
scientific article; zbMATH DE number 6737542 |
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Augmented Half‐Life Estimation Based on High‐Frequency Data (English)
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30 June 2017
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lag length
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sunspots
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speed of mean reversion
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ARMA model
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