A wavelet Whittle estimator of generalized long-memory stochastic volatility

Gonzaga, Alex, Hauser, Michael . Statistical Methods & Applications 2011. 20 (1) :23-48

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Bibtex

@article{CIS-250954,
  Author = {Gonzaga, Alex and Hauser, Michael},
  Title = {A wavelet Whittle estimator of generalized long-memory stochastic volatility},
  Journal = {Statistical Methods & Applications},
  Volume = {20},
  Number = {1},
  Year = {2011},
  Pages = {23--48},
  Keywords = {$k$-GARMA}
}

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