Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337)

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Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
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    Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (English)
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    16 March 2022
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    inference on the boundary
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    nuisance parameters
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    bootstrap
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    ARCH models
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