Wavelets and estimation of long memory in log volatility and time series perturbed by noise
Year of publication: |
2012
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Authors: | Bašta, Milan |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 20.2012, 2, p. 3-20
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Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
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