Publication:4218591
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zbMath0921.62063MaRDI QIDQ4218591
Publication date: 5 October 1999
influence function; robust estimation; ARCH model; residual empirical process; gross error sensitivity; rank estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G35: Nonparametric robustness
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
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