Limit experiments of GARCH (Q408085)

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scientific article; zbMATH DE number 6019033
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Limit experiments of GARCH
scientific article; zbMATH DE number 6019033

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    Limit experiments of GARCH (English)
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    29 March 2012
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    COGARCH
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    Le Cam's deficiency distance
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    random thinning
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    statistical equivalence
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    time series
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