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Statistical inferences for a type of TGARCH model

Chunliang Deng, Xingfa Zhang, Yuan Li, Zefang Song. Statistical inferences for a type of TGARCH model. Communications in Statistics - Simulation and Computation, 55(5):1802-1828, May 2026. [doi]

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Chunliang Deng

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Xingfa Zhang

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Yuan Li

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Zefang Song

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