"On the threshold innovation in quasi-likelihood for conditionally ..."

Jae Eun Yoon, Sun Young Hwang (2021)

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DOI: 10.1080/03610918.2019.1593453

access: closed

type: Journal Article

metadata version: 2021-08-31

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Jae Eun Yoon, Sun Young Hwang:
On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series. Commun. Stat. Simul. Comput. 50(7): 2042-2053 (2021)

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