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

A-Tier
Journal: Journal of Econometrics
Year: 2004
Volume: 119
Issue: 1
Pages: 131-154

Authors (1)

Arteche, Josu (Universidad del País Vasco - E...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:119:y:2004:i:1:p:131-154
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24