M-estimation and testing linear hypotheses in the ARCH model
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 2, pp. 362-364
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@article{RM_2006_61_2_a10,
author = {A. A. Sorokin},
title = {M-estimation and testing linear hypotheses in the {ARCH} model},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {362--364},
publisher = {mathdoc},
volume = {61},
number = {2},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2006_61_2_a10/}
}
A. A. Sorokin. M-estimation and testing linear hypotheses in the ARCH model. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 2, pp. 362-364. http://geodesic.mathdoc.fr/item/RM_2006_61_2_a10/