M-estimate for the stationary hyperbolic GARCH models
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Publication:2070660
DOI10.1007/S40300-021-00221-WzbMath1478.62247OpenAlexW3192552189WikidataQ115600742 ScholiaQ115600742MaRDI QIDQ2070660
Ouagnina Hili, Assi N'Guessan, Abdou Kâ Diongue, Lanciné Bamba
Publication date: 24 January 2022
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40300-021-00221-w
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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