Change-point estimation in ARCH models
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Publication:1572832
DOI10.2307/3318673zbMath0997.62068OpenAlexW2054914474MaRDI QIDQ1572832
Remigijus Leipus, Piotr S. Kokoszka
Publication date: 14 November 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1081616703
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