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Latest revision as of 23:12, 15 July 2024

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On mixture autoregressive conditional heteroskedasticity
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    On mixture autoregressive conditional heteroskedasticity (English)
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    20 June 2018
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    asymptotic Fisher information matrix
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    maximum likelihood estimates
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    mixture autoregressive conditional heteroskedastic model
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    nonlinear time series model
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    stationarity
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