A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS
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Publication:4807290
DOI10.1017/S026646660218203XzbMath1109.62352MaRDI QIDQ4807290
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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