Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Annals of Statistics |
Volume | 34 |
Pages (from-to) | 2449--2495 |
Number of pages | 46 |
ISSN | 0090-5364 |
Publication status | Published - 2006 |
ID: 3749374