The split-SV model
type: Item
instance of: scholarly article
title: The split-SV model
zbMATH Open document ID: 1466.62198
author: Vladica Stojanović
author: Biljana Popović
author: Gradimir V. Milovanović
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6918351
zbMATH Keywords: split-SV process
zbMATH Keywords: noise-indicator
zbMATH Keywords: contaminated Gaussian distribution
zbMATH Keywords: convolutions
zbMATH Keywords: empirical characteristic function estimation
Wikidata QID: Q115058704
describes a project that uses: FNN
describes a project that uses: stochvol
describes a project that uses: OrthogonalPolynomials
describes a project that uses: nortest
MaRDI profile type: Publication
full work available at URL: j.csda.2014.08.010
OpenAlex ID: W2093639361
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DOI: 10.1016/J.CSDA.2014.08.010
description: scientific article; zbMATH DE number 6918351