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Wavelet semi-parametric inference for long memory in volatility in the presence of a trend - MaRDI portal

Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867)

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scientific article; zbMATH DE number 7192014
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English
Wavelet semi-parametric inference for long memory in volatility in the presence of a trend
scientific article; zbMATH DE number 7192014

    Statements

    title
    Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (English)
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    author
    Agnieszka Jach
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    Piotr S. Kokoszka
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    publication date
    22 April 2020
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    zbMATH Keywords
    deterministic trend
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    long memory
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    stochastic volatility
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    wavelets
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    cites work
    Q4488348
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    Identifiers

    zbMATH DE Number
    7192014
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    OpenAlex ID
    W2565975535
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