Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors

  • Jonathan B. Hill
  • Journal of Multivariate Analysis, March 2015, Elsevier
  • DOI: 10.1016/j.jmva.2014.12.008

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http://dx.doi.org/10.1016/j.jmva.2014.12.008