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Multistage weighted least squares estimation ofARCHprocesses in the stable and unstable cases

✍ Scribed by Abdelhakim Aknouche

Book ID: 118810391
Publisher: Springer Netherlands
Year: 2012
Tongue: English
Weight: 254 KB
Volume: 15
Category: Article
ISSN: 1387-0874
DOI: 10.1007/s11203-012-9073-7

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