BibTex format
@article{Robinson:2006:10.1214/009053606000000245,
author = {Robinson, PM and Zaffaroni, P},
doi = {10.1214/009053606000000245},
journal = {ANNALS OF STATISTICS},
pages = {1049--1074},
title = {Pseudo-maximum likelihood estimation of ARCH(∞) models},
url = {http://dx.doi.org/10.1214/009053606000000245},
volume = {34},
year = {2006}
}