\(L_{p}\)-estimators in ARCH models (Q1417811)

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\(L_{p}\)-estimators in ARCH models
scientific article

    Statements

    title
    \(L_{p}\)-estimators in ARCH models (English)
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    author
    Lajos Horváth
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    Friedrich Liese
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    publication date
    6 January 2004
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    zbMATH Keywords
    ARCH-models
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    \(M\)-estimators
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    \(L_1\)-estimator
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62M05
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    62G07
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    62E20
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    60F05
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    zbMATH DE Number
    2021935
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