Chafik Bouhaddioui, Kilani Ghoudi. Empirical processes for infinite variance autoregressive models. J. Multivariate Analysis, 107:319-335, 2012. [doi]
@article{BouhaddiouiG12,
title = {Empirical processes for infinite variance autoregressive models},
author = {Chafik Bouhaddioui and Kilani Ghoudi},
year = {2012},
doi = {10.1016/j.jmva.2012.01.018},
url = {http://dx.doi.org/10.1016/j.jmva.2012.01.018},
researchr = {https://researchr.org/publication/BouhaddiouiG12},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {107},
pages = {319-335},
}