Gaussian semiparametric estimation in Long Memory in Stochastic Volatility and signal plus noise models
- Authors:
- Arteche J
- Year:
- 2004
- Journal:
- Journal of Econometrics
- Volume:
- 119
- Initial page - Ending page:
- 131 - 154
- ISBN/ISSN:
- 0304-4076
- Description:
-
- ISI: Impact factor= 1.32, quartile= 0.885, In-Recs/otro= 1.32
- Publisher= Elsevier