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A simple additivity test for conditionally heteroscedastic nonlinear autoregression

✍ Scribed by Michael Levine; Jinguang (Tony) Li

Book ID: 113557795
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 246 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.01.019

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