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~subject:"Autoregression quantiles"
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Autoregression quantiles
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El Bantli, Faouzi
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Hallin, Marc
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
Hallin, Marc
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El Bantli, Faouzi
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Solvay Brussels School of Economics and Management, …
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2001
Persistent link: https://www.econbiz.de/10011011532
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