On approximate pseudo-maximum likelihood estimation for LARCH-processes

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BERAN, Jan, Martin SCHÜTZNER, 2009. On approximate pseudo-maximum likelihood estimation for LARCH-processes. In: Bernoulli. 15(4), pp. 1057-1081

@article{Beran2009appro-824, title={On approximate pseudo-maximum likelihood estimation for LARCH-processes}, year={2009}, number={4}, volume={15}, journal={Bernoulli}, pages={1057--1081}, author={Beran, Jan and Schützner, Martin} }

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