Updated: 10/12/2008 09:56
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| "Empirical Processes for the Squared Residuals of an ARCH Sequence". The Annals of Statistics, 2001, vol 29, p 445-469. | |
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"Empirical Processes for the Squared Residuals of an ARCH Sequence". The Annals of Statistics, 2001, vol 29, p 445-469.
http://math.usu.edu/~piotr/emp3.ps
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