Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the dynamics of a discrete time stochastic volatility model |
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model (English)
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25 July 2016
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adaptive estimation
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autoregression
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deconvolution
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heteroscedastic
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hidden Markov model
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nonparametric projection estimator
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