Parameter stability and semiparametric inference in time...

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Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models

Truquet, Lionel
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Language:
english
Journal:
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
DOI:
10.1111/rssb.12221
Date:
November, 2016
File:
PDF, 775 KB
english, 2016
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