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The Dai–Liao nonlinear conjuga...
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Nichtlineare Optimierung
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Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
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Efficient likelihood inference in nonstationary univariate models
Ørregaard Nielsen, Morten
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622255
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