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~subject:"conditional sum of squares"
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conditional sum of squares
Whittle estimation
18
Long memory
5
long memory
5
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Fractional Integration
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Gegenbauer polynomial
3
Local Whittle Estimation
3
Monte Carlo simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
multifractal models
3
price durations
3
realized volatility
3
ARCH models
2
Bias reduction
2
Fractional cointegration
2
Local Whittle estimation
2
Nonstationarity
2
Spatial data
2
Wavelet analysis
2
consistent variance estimation
2
heteroskedasticity
2
local Whittle estimation
2
multilateral modelling
2
ARFIMA models
1
ARMA model
1
ARMA-Modell
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Aktienmarkt
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Capital income
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Cointegration
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English
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Diongue, Abdou Kâ
2
Guegan, Dominique
2
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
HAL
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Estimation of k-factor GIGARCH process : a Monte Carlo study
Diongue, Abdou Kâ
;
Guegan, Dominique
-
HAL
-
2008
and the second is obtained as an extension of
Whittle
's
estimation
approach. For comparison purposes, Monte Carlo …
Persistent link: https://www.econbiz.de/10010750433
Saved in:
2
Estimation of k-factor GIGARCH process : a Monte Carlo study.
Diongue, Abdou Kâ
;
Guegan, Dominique
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2008
and the second is obtained as an extension of
Whittle
's
estimation
approach. For comparison purposes, Monte Carlo …
Persistent link: https://www.econbiz.de/10005510593
Saved in:
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