Pages that link to "Item:Q625295"
From MaRDI portal
The following pages link to Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295):
Displaying 4 items.
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885) (← links)
- A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
- QMLE for Quadratic ARCH Model with Long Memory (Q5283410) (← links)