PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
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Publication:3108567
DOI10.1017/S0266466611000041zbMath1228.62112OpenAlexW3125787354MaRDI QIDQ3108567
Publication date: 4 January 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466611000041
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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