Nonparametric Estimation and Identification of Nonlinear ARCH Time Series: Strong Convergence and Asymptotic Normality
| Autor: | Masry, Elias, Tjøstheim, Dag |
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| Zdroj: | Econometric Theory, 1995 Jun 01. 11(2), 258-289. |
| Databáze: | JSTOR Journals |
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