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PDF-WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin

PDF-WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin

Author : debby-jeon | Published Date : 2016-08-24

1 Introduction 2 Main Results 3 Proof of Theorem 22 References List of previous papers in this series The Suntory Centre Suntory and Toyota International Centres

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WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin: Transcript

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