NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
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Publication:4954303
DOI10.1017/S0266466600161031zbMath0945.62091OpenAlexW2114607160MaRDI QIDQ4954303
Publication date: 3 October 2000
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600161031
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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