Corrigendum to "Estimating Long Memory in Volatility"

DOI10.1111/j.1468-0262.2008.00851.xzbMath1152.91712OpenAlexW2028983992MaRDI QIDQ3506473

Philippe Soulier, Clifford M. Hurvich, Eric Moulines

Publication date: 13 June 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2008.00851.x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)

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