Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors |
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Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (English)
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20 February 2015
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empirical likelihood
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heavy tails
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autoregression
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redescending transformation
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tail trimming
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robust estimation
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