On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
| Year of publication: |
1997
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|---|---|
| Authors: | Ling, Shiqing ; Li, W.K. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 92.1997, 439, p. 1184-1194
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