"Robust Generalized Empirical Likelihood for heavy tailed autoregressions ..."

Jonathan B. Hill (2015)

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DOI: 10.1016/J.JMVA.2014.12.008

access: open

type: Journal Article

metadata version: 2021-02-17

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Jonathan B. Hill:
Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. J. Multivar. Anal. 135: 131-152 (2015)

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