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Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	N'Daam, Manganaw, Kpanzou, Tchilabalo Abozou, Katchekpele, Edoh
Format:	Preprint
Publié:	2025
Sujets:	Methodology 62M10, 62J05
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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