Adaptive estimation of autoregressive models with time-varying variances
Year of publication: |
2008
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---|---|
Authors: | Xu, Ke-Li ; Phillips, Peter C.B. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 265-280
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Publisher: |
Elsevier |
Saved in:
Online Resource
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