Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models (Q2919541)

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Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models
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    Asymptotic Efficiency of Estimating Function Estimators for Nonlinear Time Series Models (English)
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    4 October 2012
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    conditional least squares estimator
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    estimating function
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    GARCH model
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    local asymptotic normality
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    nonlinear AR model
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