research
∙
09/26/2019
Moment based estimation for the multivariate COGARCH(1,1) process
For the multivariate COGARCH process, we obtain explicit expressions for...
share
research
∙
04/17/2019
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates
We estimate the parameter of a time series process by minimizing the int...
research
∙
12/28/2017
