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Latest revision as of 08:23, 30 July 2024

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Limit results for the empirical process of squared residuals in GARCH models.
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    Limit results for the empirical process of squared residuals in GARCH models. (English)
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    29 November 2005
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    GARCH\((p,q)\)
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    weak convergence
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    martingales
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    parameter estimation
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