Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
R Luger - Computational Statistics & Data Analysis, 2012 - Elsevier
… Section 2 describes the proposed simulation-based inference method. It begins by presenting the statistical framework and the maintained assumptions. It … Simulation-based inference …
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… Section 2 describes the proposed simulation-based inference method. It begins by presenting the statistical framework and the maintained assumptions. It … Simulation-based inference …