Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
| Year of publication: |
2004
|
|---|---|
| Authors: | Arteche, Josu |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 1, p. 131-154
|
| Publisher: |
Elsevier |