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06/15/2023
Quantile autoregressive conditional heteroscedasticity
This paper proposes a novel conditional heteroscedastic time series mode...
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Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models
This paper investigates the quasi-maximum likelihood inference including...
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07/19/2020
Asymmetric linear double autoregression
This paper proposes the asymmetric linear double autoregression, which j...
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