Estimating the density of the residuals in autoregressive models
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Publication:1580836
DOI10.1023/A:1009924821271zbMath0956.62032OpenAlexW1576888679MaRDI QIDQ1580836
Publication date: 11 March 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009924821271
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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