Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation. In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

data allowus to perform parametric non-1inear estimation of Lorenz curves from grouped data.This in turn al1ows us to …

We consider cointegration rank estimation for a p-dimensional Fractional Vector Error Correction Model. We propose a …-r, and on the interval of the orders of fractional cointegration b allowed in the estimation, but not on the order of …

that the distribution of water demand is not unimodal and that data are clustered aroundkinks. Main estimation results are …