ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES

Rongmao Zhang, Shiqing Ling
  • Econometric Theory, November 2014, Cambridge University Press
  • DOI: 10.1017/s0266466614000632

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http://dx.doi.org/10.1017/s0266466614000632

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