Asymptotic properties of M-estimator for GARCH(1, 1) model parameters
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Publication:6669605
Publication date: 22 January 2025
Published in: Zhurnal Belorusskogo Gosudarstvennogo Universiteta. Matematika. Informatika (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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