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A simple R-estimation method for semiparametric duration models Hallin, Marc; La Vecchia, Davide 2020
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R-estimation in semiparametric dynamic location-scale models Hallin, Marc; La Vecchia, Davide 2017
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Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models La Vecchia, Davide; Hallin, Marc 2014