Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323)

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Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
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    Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (English)
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    22 December 2017
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    generalized empirical likelihood
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    linear hypothesis
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    heavy-tailed time series
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    infinite variance
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    self-weighted least absolute deviations
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