Pages that link to "Item:Q261551"
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The following pages link to A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551):
Displaying 4 items.
- Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)