LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336)

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LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
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    LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (English)
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    16 March 2022
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    G-GARCH-model
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    AR model
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    heavy tails
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    LADE
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