Nonparametric Estimation and Identification of Nonlinear ARCH Time Series: Strong Convergence and Asymptotic Normality
| Year of publication: |
1995
|
|---|---|
| Authors: | Masry, Elias ; Tjøstheim, Dag |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 2, p. 258-289
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