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10/25/2021
A new semi-parametric estimator for LARCH processes
This paper aims at providing a new semi-parametric estimator for LARCH(∞...
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10/19/2021
Efficient and Consistent Data-Driven Model Selection for Time Series
This paper studies the model selection problem in a large class of causa...
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07/23/2019
Consistent model selection criteria and goodness-of-fit test for affine causal processes
This paper studies the model selection problem in a large class of causa...
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01/08/2018
