Residual analysis for \(\text{ARCH}(p)\)-time series.
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Publication:1872845
DOI10.1007/BF02595704zbMath1109.62351MaRDI QIDQ1872845
Publication date: 18 May 2003
Published in: Test (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
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