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Uspekhi Mat. Nauk, 2006, Volume 61, Issue 2(368), Pages 169–170 (Mi umn1735)  

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

M-estimation and testing linear hypotheses in the ARCH model

A. A. Sorokin

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

DOI: https://doi.org/10.4213/rm1735

Full text: PDF file (327 kB)
References: PDF file   HTML file

English version:
Russian Mathematical Surveys, 2006, 61:2, 362–364

Bibliographic databases:

MSC: 62G05, 62M10
Presented: А. В. Булинский
Accepted: 01.02.2006

Citation: A. A. Sorokin, “M-estimation and testing linear hypotheses in the ARCH model”, Uspekhi Mat. Nauk, 61:2(368) (2006), 169–170; Russian Math. Surveys, 61:2 (2006), 362–364

Citation in format AMSBIB
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  • Успехи математических наук Russian Mathematical Surveys
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