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Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach.

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Bibliographic Details
Title: Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach.
Authors: Li, Guodong, Li, Wai Keung
Source: Biometrika; September 2005, Vol. 92 Issue 3, p691-701, 11p
Database: Applied Science & Technology Source
Description
ISSN:00063444
DOI:10.1093/biomet/92.3.691