Robust estimation of conditional variance of time series using density power divergences (Q4687630)
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scientific article; zbMATH DE number 6952627
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| English | Robust estimation of conditional variance of time series using density power divergences |
scientific article; zbMATH DE number 6952627 |
Statements
Robust estimation of conditional variance of time series using density power divergences (English)
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12 October 2018
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dimension reduction
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tuning parameter
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estimating functions
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optimal estimator
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ARCH-type models
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0.7692851424217224
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0.7479020953178406
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0.7454487085342407
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0.7407417893409729
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0.7406866550445557
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