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Russian Mathematical Surveys, 2006, Volume 61, Issue 2, Pages 362–364
DOI: https://doi.org/10.1070/RM2006v061n02ABEH004320 (Mi rm1735) 		 
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
English version PDF (137 kB) Russian version article
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DOI: https://doi.org/10.1070/RM2006v061n02ABEH004320
Presented: A. V. Bulinski
Accepted: 01.02.2006
Bibliographic databases:
Document Type: Article
MSC: 62G05, 62M10
Language: English
Original paper language: Russian
Citation: A. A. Sorokin, “M-estimation and testing linear hypotheses in the ARCH model”, Russian Math. Surveys, 61:2 (2006), 362–364
Citation in format AMSBIB
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\by A.~A.~Sorokin
\paper M-estimation and testing linear hypotheses in the ARCH model
\jour Russian Math. Surveys
\yr 2006
\vol 61
\issue 2
\pages 362--364
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