Finite and Large Sample Inference for a Stochastic Volatility Model
JM Dufour, P Valéry - 2004 - academia.edu
… In presence of such irregularities, the standard asymptotic distribution is known to fail and one has to resort to either nonstandard inference techniques or simulation-based inference …
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… In presence of such irregularities, the standard asymptotic distribution is known to fail and one has to resort to either nonstandard inference techniques or simulation-based inference …