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GLOBAL SELF-WEIGHTED AND LOCAL QUASI-MAXIMUM EXPONENTIAL LIKELIHOOD ESTIMATORS FOR ARMA.GARCH/IGARCH MODELS
Authors:
Ke Zhu Shiqing Ling
Citation:
Ke Zhu et Shiqing Ling, GLOBAL SELF-WEIGHTED AND LOCAL QUASI-MAXIMUM EXPONENTIAL LIKELIHOOD ESTIMATORS FOR ARMA.GARCH/IGARCH MODELS, Annals of statistics , 39(4), 2011, pp. 2131-2163
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