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Robust estimates for arch processes - MaRDI portal

Robust estimates for arch processes (Q4431624)

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scientific article; zbMATH DE number 1995758
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English
Robust estimates for arch processes
scientific article; zbMATH DE number 1995758

    Statements

    title
    Robust estimates for arch processes (English)
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    author
    Nora Muler
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    Víctor J. Yohai
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    publication date
    22 October 2003
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    zbMATH Keywords
    modified likelihood estimation
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    tau-estimate
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    filtering
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    Identifiers

    zbMATH DE Number
    1995758
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    OpenAlex ID
    W3125540297
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