https://www.cambridge.org/core/journals/econometric-theory/article/abs/local-asymptotic-normality-of-general-conditionally-heteroskedastic-and-scoredriven-timeseries-models/26652C6B6BE469AD6847E66BC1115E99
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES...
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS - Volume 39 Issue 5
local asymptotic normality