The following pages link to The split-SV model (Q1659144):
Displaying 5 items.
- The split-BREAK model (Q468012) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
- A class of polynomials and connections with Bernoulli's numbers (Q2275059) (← links)
- An application of the ECF method and numerical integration in estimation of the stochastic volatility models (Q2815324) (← links)