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Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

✍ Scribed by Douc, R.; Doukhan, P.; Moulines, E.

Book ID: 122166868
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 322 KB
Volume: 123
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.04.010

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