Theory and Methods - Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models
| Year of publication: |
2003
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|---|---|
| Authors: | Ling, Shiqing |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 98.2003, 464, p. 955-967
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