Minimum distance estimates in the ARCH model

zbMath1129.62081MaRDI QIDQ876784

A. A. Sorokin

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

residual empirical process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model

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