Minimum density power divergence estimator for GARCH models (Q619106)
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scientific article; zbMATH DE number 5840497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum density power divergence estimator for GARCH models |
scientific article; zbMATH DE number 5840497 |
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Minimum density power divergence estimator for GARCH models (English)
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22 January 2011
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ARCH models
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GARCH models
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consistency
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asymptotic normality
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robustness
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density-based divergence measures
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