Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516)
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scientific article; zbMATH DE number 6983970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory with stochastic variance model: a recursive analysis for US inflation |
scientific article; zbMATH DE number 6983970 |
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Long memory with stochastic variance model: a recursive analysis for US inflation (English)
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23 November 2018
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time varying parameters
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importance sampling
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Monte Carlo simulation
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stochastic volatility
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fractional integration
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