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Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares

, , и . Computational Statistics & Data Analysis, 24 (2): 169--178 (03.04.1997)

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Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares, , и . Computational Statistics & Data Analysis, 24 (2): 169--178 (03.04.1997)Estimating variances for all sample sizes by the bootstrap. Computational Statistics & Data Analysis, 46 (3): 459--467 (15.06.2004)