Gaussian inference on certain long-range dependent volatility models (Q1398961)
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scientific article; zbMATH DE number 1961844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian inference on certain long-range dependent volatility models |
scientific article; zbMATH DE number 1961844 |
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Gaussian inference on certain long-range dependent volatility models (English)
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7 August 2003
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Volatility model
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Nonlinear moving average model
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Long memory
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Whittle estimation
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