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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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Infinite-order, long-memory heterogeneous autoregressive models

Title: Infinite-order, long-memory heterogeneous autoregressive models

Authors: Hwang E.; Shin D.W.

Ewha Authors: 신동완

SCOPUS Author ID: 신동완

Issue Date: 2014

Journal Title: Computational Statistics and Data Analysis

ISSN: 0167-9473

Citation: Computational Statistics and Data Analysis vol. 76, pp. 339 - 358

Publisher: Elsevier

Indexed: SCIE; SCOPUS

Document Type: Article

Abstract: Asymptotic property; HAR-RV model; Least squares estimator; Prediction mean-squared error; Realized volatility

DOI: 10.1016/j.csda.2013.08.009

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

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