Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
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Publication:2256754
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Cited in
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- Smoothed empirical likelihood for GARCH models with heavy-tailed errors
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- Robust parameter estimation of regression model with AR(p) error terms
- Robust inference in conditionally heteroskedastic autoregressions
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
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