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theoretic optimality of the score driven nonlinear autoregressive process and the asymptotic theory for maximum likelihood … parameter estimation. The performance of our model in extracting the time-varying or the nonlinear dependence for finite samples …
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In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is σ-Dedekind complete and satisfies a monotone convergence property, having Lp-spaces in mind as a typical application. Second, we consider monotone convex semigroups on a...
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