Bootstrapping M-estimators in generalized autoregressive conditional heteroscedastic models (Q5127219)
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scientific article; zbMATH DE number 7263826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping M-estimators in generalized autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 7263826 |
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Bootstrapping M-estimators in generalized autoregressive conditional heteroscedastic models (English)
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21 October 2020
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generalized autoregressive conditional heteroscedastic model
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\(M\)-estimation
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weighted bootstrap
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