Empirical likelihood methods for discretely observed Gaussian moving averages-Reference-Cited by-同舟云学术

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Empirical likelihood methods for discretely observed Gaussian moving averages

Published:2015-05-26 Issue:5 Volume:86 Page:942-958
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Zhang Shibin

Funder

Science Foundation of Shanghai Educational Committee

Shanghai Municipal Natural Science Foundation

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949655.2015.1046071

Reference26 articles.

1. Gaussian moving averages, semimartingales and option pricing

2. Gaussian Moving Averages and Semimartingales

3. Spectral Representation of Gaussian Semimartingales

4. Fractional Brownian Motions, Fractional Noises and Applications

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian copula spectral analysis for stationary time series;Computational Statistics & Data Analysis;2019-05

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