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Results: 1
PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS
Authors:
MIKOSCH T GADRICH T KLUPPELBERG C ADLER RJ
Citation:
T. Mikosch et al., PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS, Annals of statistics, 23(1), 1995, pp. 305-326
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