Robust estimation of conditional variance of time series using density power divergences (Q4687630)
From MaRDI portal
scientific article; zbMATH DE number 6952627
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
12 October 2018
0 references
dimension reduction
0 references
tuning parameter
0 references
estimating functions
0 references
optimal estimator
0 references
ARCH-type models
0 references
