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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)
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DOI: https://doi.org/10.1070/RM2006v061n02ABEH004320
Presented: A. V. Bulinski
Accepted: 01.02.2006
Russian version:
Uspekhi Matematicheskikh Nauk, 2006, Volume 61, Issue 2(368), Pages 169–170
DOI: https://doi.org/10.4213/rm1735
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”, 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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    Russian version PDF:275
    English version PDF:6
    References:53
    First page:4
     
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