Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models

Josu Arteche

Journal of Econometrics, 2004, vol. 119, issue 1, pages 131-154

Date: 2004
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Working Paper: Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:119:y:2004:i:1:p:131-154

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