Robust estimates for arch processes (Q4431624)
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scientific article; zbMATH DE number 1995758
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust estimates for arch processes |
scientific article; zbMATH DE number 1995758 |
Statements
Robust estimates for arch processes (English)
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22 October 2003
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modified likelihood estimation
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tau-estimate
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filtering
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