Generalized Method of Wavelet Moments
ContributorsGuerrier, Stéphane; Stebler, Yannick; Skaloud, Jan; Victoria-Feser, Maria-Pia
PublisherUniversity of Geneva
Publication date2011
Abstract
Keywords
- State space models
- Generalized method of moments
- Time series
- Wavelet variance
- Indirect inference
Citation (ISO format)
GUERRIER, Stéphane et al. Generalized Method of Wavelet Moments. 2011
Main files (1)
Report
Identifiers
- PID : unige:16813