Tests of short memory with thick-tailed errors
Year of publication: |
2012
|
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Authors: | Amsler, Christine Elaine ; Schmidt, Peter |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 3, p. 381-390
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Subject: | Schätztheorie | Estimation theory |
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