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Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

https://doi.org/10.1093/biomet/asn014
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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