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

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