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"Entropy test and residual empirical process for autoregressive conditional ..."

Sangyeol Lee, Haejune Oh (2015)

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DOI: 10.1016/J.CSDA.2014.12.006

access: closed

type: Journal Article

metadata version: 2020-02-18

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Sangyeol Lee, Haejune Oh:
Entropy test and residual empirical process for autoregressive conditional duration models. Comput. Stat. Data Anal. 86: 1-12 (2015)

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