Robust and efficient estimation of GARCH models based on Hellinger distance (Q5044704)
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scientific article; zbMATH DE number 7611136
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| English | Robust and efficient estimation of GARCH models based on Hellinger distance |
scientific article; zbMATH DE number 7611136 |
Statements
Robust and efficient estimation of GARCH models based on Hellinger distance (English)
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2 November 2022
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GARCH models
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kernel estimation
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maximum likelihood estimation
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minimum (profile) Hellinger distance estimation
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robustness
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