A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551)
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scientific article; zbMATH DE number 6560234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet Whittle estimator of generalized long-memory stochastic volatility |
scientific article; zbMATH DE number 6560234 |
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A wavelet Whittle estimator of generalized long-memory stochastic volatility (English)
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24 March 2016
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long-memory
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\(k\)-GARMA
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stochastic volatility
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Whittle estimator
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wavelets
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