Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681)

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scientific article; zbMATH DE number 7813767
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Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
scientific article; zbMATH DE number 7813767

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    Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (English)
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    6 March 2024
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    copulas
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    inference
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    multivariate GARCH
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