Robust inference in conditionally heteroskedastic autoregressions (Q5860968)

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scientific article; zbMATH DE number 7484500
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Robust inference in conditionally heteroskedastic autoregressions
scientific article; zbMATH DE number 7484500

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    Robust inference in conditionally heteroskedastic autoregressions (English)
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    4 March 2022
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    AR-GARCH
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    least squares estimation
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    regular variation
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    \(t\)-test
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