On estimation in conditional heteroskedastic time series models under non-normal distributions

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@article{f9fa88316f0a41cb970da5347e41ce9c,

title = "On estimation in conditional heteroskedastic time series models under non-normal distributions",

author = "Shuangzhe Liu and Chris Heyde",

year = "2008",

language = "English",

volume = "49",

pages = "455--469",

journal = "Statistical Papers",

issn = "1613-9798",

publisher = "Springer",

number = "3",

}