On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544)
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scientific article; zbMATH DE number 1865869
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| English | On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation |
scientific article; zbMATH DE number 1865869 |
Statements
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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0.8278511166572571
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0.7980455160140991
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0.796385645866394
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0.7946610450744629
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0.7943128347396851
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