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~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
~subject:"Bayesian inference"
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Bayesian inference
Birth-death process
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COGARCH
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Continuous time
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Continuous-time GARCH process
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Counting Markov process
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Data cloning
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Bernal, M. T. Rodríguez
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Marín, J. Miguel
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Romero, Eva
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Departamento de Estadistica, Universidad Carlos III de Madrid
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Data cloning estimation of GARCH and COGARCH models
Marín, J. Miguel
;
Bernal, M. T. Rodríguez
;
Romero, Eva
-
Departamento de Estadistica, Universidad Carlos III de …
-
2013
discrete financial time series. In the last years,
continuous
time
models based on discrete GARCH models have been also …
Persistent link: https://www.econbiz.de/10010681694
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