Search Results - subject:"spectral likelihood"

Peiris, Shelton; Asai, Manabu; McAleer, Michael - In: Journal of Risk and Financial Management 10 (2017) 4, pp. 1-16

corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample …

Persistent link: https://www.econbiz.de/10012610989

Peiris, Shelton; Asai, Manabu; McAleer, Michael - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-16

corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample …

Persistent link: https://www.econbiz.de/10011854876

Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016

. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory …

Persistent link: https://www.econbiz.de/10011526121

Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016

. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory …

Persistent link: https://www.econbiz.de/10011483824