EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
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Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
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