On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544)

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On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation
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    On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (English)
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    10 February 2003
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    residual empirical processes
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    ARCH models
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    robust GM-estimates
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