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Consistent and asymptotically normal estimators for cyclically time-dependent linear models
Bibi, Abdelouahab, (2003)
Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.
Bibi, Abdelouahab, (2017)
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
Bibi, Abdelouahab, (2015)