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M-ESTIMATION IN GARCH MODELS
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Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
Lahiri, S.
;
Mukherjee, Kanchan
- In:
Annals of the Institute of Statistical Mathematics
56
(
2004
)
2
,
pp. 225-250
Persistent link: https://www.econbiz.de/10005760193
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