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Liou, Chu Pheuil
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Liou, Chu Pheuil
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Tests d'ajustement reposant sur les méthodes d'ondelettes dans les modèles ARMA avec un terme d'erreur qui est une différence de martingales conditionnellement hétéroscédastique...
by
Liou
,
Chu
Pheuil
Published 2019
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