INARCH(1) processes: Higher-order moments and jumps

Published 2010 View Full Article

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Title
INARCH(1) processes: Higher-order moments and jumps
Authors
Keywords
-
Journal
STATISTICS & PROBABILITY LETTERS
Volume 80, Issue 23-24, Pages 1771-1780
Publisher
Elsevier BV
Online
2010-08-15
DOI
10.1016/j.spl.2010.08.001

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