scientific article; zbMATH DE number 5260854

zbMATH Open1174.62496MaRDI QIDQ5456274

Dehui Wang, Fukang Zhu

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

heavy-tailed errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items (2)

Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions ⋮ Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

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