M-estimation and linear hypothesis testing in the ARCH...

Russian Mathematical Surveys 2006 / 04 Vol. 61; Iss. 2

M-estimation and linear hypothesis testing in the ARCH model

Sorokin, Aleksei A
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Volume:
61
Language:
english
Journal:
Russian Mathematical Surveys
DOI:
10.1070/rm2006v061n02abeh004320
Date:
April, 2006
File:
PDF, 1.04 MB
english, 2006
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