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

MSC: 62G05, 62M10

Presented: A. V. Bulinski
Accepted: 01.02.2006

DOI: 10.4213/rm1735

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

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