A.M. Robert Taylor

1. Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
   2017/02/23 by Giuseppe Cavaliere, Morten Ørregaard Nielsen, A.M. Robert Taylor +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Statistical Methods and Inference