Quantile inference for moderate deviations from a unit root model with infinite variance
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Publication:2355271
DOI10.1016/j.jkss.2014.09.004zbMath1319.60070OpenAlexW2063829783MaRDI QIDQ2355271
Publication date: 21 July 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.09.004
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Large deviations (60F10) Limit theorems in probability theory (60F99)
Cites Work
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