Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
2015 ◽
Vol 135
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pp. 131-152
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2008 ◽
Vol 24
(12)
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pp. 2029-2040
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2017 ◽
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pp. 18-30
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2002 ◽
Vol 107
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pp. 99-125
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2011 ◽
Vol 141
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pp. 2769-2786
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2016 ◽
Vol 193
(1)
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pp. 123-146
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