Original language | English |
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Journal | Annals of Statistics |
Volume | 34 |
Issue number | 1 |
Pages (from-to) | 493-522 |
ISSN | 0090-5364 |
Publication status | Published - 2006 |
Stable limits of martingale transforms with application to the estimation of GARCH parameters
Thomas Valentin Mikosch, Daniel Yannik Straumann
34
Citations
(Scopus)