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Journal of Statistical Planning and Inference

Volumn 119, Issue 2, 2004, Pages 277-309

Lp-estimators in ARCH models

(2) Horváth, Lajos a Liese, Friedrich b

a UNIVERSITY OF UTAH (United States)

b UNIVERSITY OF ROSTOCK (Germany)

Author keywords

ARCH models; L1 estimator; M estimators

Indexed keywords

EID: 0242720109 PISSN: 03783758 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-3758(02)00488-3 Document Type: Article

Times cited : (30)

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