Parametric Inference in Stationary Time Series Models with Dependent Errors
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Publication:3145568
DOI10.1111/j.1467-9469.2011.00781.xzbMath1253.62063MaRDI QIDQ3145568
Publication date: 21 December 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00781.x
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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Cites Work
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