ESTIMATING WEAK GARCH REPRESENTATIONS
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Publication:2716484
DOI10.1017/S0266466600165041zbMath0967.62065OpenAlexW1970038972MaRDI QIDQ2716484
Jean-Michel Zakoian, Christian Francq
Publication date: 2 September 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600165041
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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