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Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data

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References

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2002ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY58 cited
2009Semiparametric and Nonparametric ARCH Modeling26 cited

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2018A copula approach for dependence modeling in multivariate nonparametric time series20 cited

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