Estimation of time series models using residuals dependence measures (Q2105206)

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Estimation of time series models using residuals dependence measures
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    Estimation of time series models using residuals dependence measures (English)
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    8 December 2022
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    characteristic function
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    martingale difference
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    generalized method of moments
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    generalized spectral density
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    noncausal processes
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    noninvertible processes
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