Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes (Q6320871)
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scientific article; zbMATH DE number 900380794
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| English | Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes |
scientific article; zbMATH DE number 900380794 |
Statements
21 June 2019
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math.ST
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stat.TH
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