STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
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Publication:4954301
DOI10.1017/S0266466600161018zbMath0986.60030OpenAlexW2053933740MaRDI QIDQ4954301
Remigijus Leipus, Liudas Giraitis, Piotr S. Kokoszka
Publication date: 23 May 2002
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600161018
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Economic time series analysis (91B84)
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