2024-03-29T15:23:47Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6470452
2015-08-05T13:45:32Z
62
Hill, Jonathan B.
2015
6470452
English
International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg
https://zbmath.org/06470452
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Bernoulli 21, No. 3, 1629-1669 (2015).
62M10; 62F10; 62F35
Robust estimation and inference for heavy tailed GARCH
j