Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
ISSN: 0304-4076
Year of publication: 2004
Volume: 119
Issue: 1
Pages: 131-154
Type: Article
ISSN: 0304-4076
Year of publication: 2004
Volume: 119
Issue: 1
Pages: 131-154
Type: Article