LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
DOI10.1080/01621459.2014.977386zbMATH Open1373.62440OpenAlexW1969001826MaRDI QIDQ5367401FDOQ5367401
Authors: Ke Zhu, Shiqing Ling 
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://repository.ust.hk/ir/bitstream/1783.1-71283/1/641912-Article-12-fulltext.pdf
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