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Quantile inference for moderate deviations from a unit root model with infinite variance
Zhou, Zhiyong, Lin, ZhengyanVolume:
44
Language:
english
Journal:
Journal of the Korean Statistical Society
DOI:
10.1016/j.jkss.2014.09.004
Date:
June, 2015
File:
PDF, 520 KB
english, 2015