OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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Publication:4814245
DOI10.1017/S0266466604201025zbMath1046.62095OpenAlexW3125321943MaRDI QIDQ4814245
Publication date: 7 September 2004
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466604201025
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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