Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
ISSN: 0304-4076
Année de publication: 2004
Volumen: 119
Número: 1
Pages: 131-154
Type: Article
ISSN: 0304-4076
Année de publication: 2004
Volumen: 119
Número: 1
Pages: 131-154
Type: Article