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Asymptotic inference of unstable periodic ARCH processes

✍ Scribed by Abdelhakim Aknouche; Eid Al-Eid

Publisher: Springer Netherlands
Year: 2011
Tongue: English
Weight: 259 KB
Volume: 15
Category: Article
ISSN: 1387-0874
DOI: 10.1007/s11203-011-9063-1

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