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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing
;
Li, W.K.
- In:
Econometric Theory
19
(
2003
)
04
,
pp. 541-564
Persistent link: https://www.econbiz.de/10005250153
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ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
Ling, Shiqing
;
Li, W.K.
- In:
Econometric Theory
17
(
2001
)
04
,
pp. 738-764
Persistent link: https://www.econbiz.de/10005610328
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