LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS
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Publication:6078286
DOI10.1017/S0266466622000093OpenAlexW3137432641MaRDI QIDQ6078286FDOQ6078286
C. Francq, Jean-Michel Zakoïan
Publication date: 24 October 2023
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466622000093
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