Time Series Models in Non-Normal Situations: Symmetric Innovations
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Publication:2742781
DOI10.1111/1467-9892.00199zbMath0972.62084OpenAlexW2063663311MaRDI QIDQ2742781
Wing-Keung Wong, Guorui Bian, D. C. Vaughan, Moti L. Tiku
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00199
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)
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