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ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES
Zhang, Rongmao, Ling, ShiqingVolume:
31
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466614000632
Date:
August, 2015
File:
PDF, 110 KB
english, 2015