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scientific article; zbMATH DE number 1932861
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| English | No label defined |
scientific article; zbMATH DE number 1932861 |
Statements
23 June 2003
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autoregressive conditional heteroskedasticity
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estimating functions
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invariant probability
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stationary processes
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threshold model
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simulations
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0.7993491291999817
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0.7967545390129089
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0.7926803231239319
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0.7909087538719177
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0.7789938449859619
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