Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
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Volume (Year): 13 (2010)
Issue (Month): 3 (October)
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- Giraitis, Liudas & Robinson, Peter M., 2001. "Whittle Estimation Of Arch Models," Econometric Theory, Cambridge University Press, vol. 17(03), pages 608-631, June.
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