On the Log Periodogram Regression Estimator of the Memory Parameter in Long Memory Stochastic Volatility Models
Year of publication: |
[2008]
|
---|---|
Authors: | Deo, Rohit S. |
Other Persons: | Hurvich, Clifford M. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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