Efficient estimation in nonlinear autoregressive time-series models
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Publication:1373195
DOI10.2307/3318592zbMath1066.62537OpenAlexW1971626125MaRDI QIDQ1373195
Publication date: 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1177334455
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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