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

Shuangzhe Liu, Chris Heyde

    Research output: Contribution to journalArticle

    10 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)455-469
    Number of pages15
    JournalStatistical Papers
    Volume49
    Issue number3
    Publication statusPublished - 2008

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