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~person:"Francq, Christian"
~subject:"Composite likelihood"
~subject:"Ornstein-Uhlenbeck process"
~subject:"Stock returns distributions"
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Francq, Christian
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
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