\(L_{p}\)-estimators in ARCH models
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Publication:1417811
DOI10.1016/S0378-3758(02)00488-3zbMath1032.62084MaRDI QIDQ1417811
Lajos Horváth, Friedrich Liese
Publication date: 6 January 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00488-3
62F12: Asymptotic properties of parametric estimators
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62M05: Markov processes: estimation; hidden Markov models
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