Parameter estimation for long-memory stochastic volatility at discrete observation
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Publication:1724169
DOI10.1155/2014/462982zbMath1472.62037OpenAlexW1987349702WikidataQ59038438 ScholiaQ59038438MaRDI QIDQ1724169
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/462982
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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