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zbMath1389.62086MaRDI QIDQ3132549

Peng Song, Yonghong Hu, Ying-Ying Zhu

Publication date: 29 January 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robust estimates comparison by example GARCH\((1,1)\) model simulated comparison

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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