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Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence, (2001)
Estimating Weak GARCH Representations
Francq, Christian, (2000)
A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
Francq, Christian, (2005)