STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
| Year of publication: |
2000
|
|---|---|
| Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 01, p. 3-22
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |