A doubly robustified estimating function for ARCH time series models (Q2479693)
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scientific article; zbMATH DE number 5256822
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| English | A doubly robustified estimating function for ARCH time series models |
scientific article; zbMATH DE number 5256822 |
Statements
A doubly robustified estimating function for ARCH time series models (English)
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1 April 2008
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ARCH model
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doubly robustified estimating function
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Huber's function
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0.8449121117591858
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0.7941187620162964
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0.7874635457992554
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0.7874635457992554
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