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NTIS 바로가기Journal of the Korean Statistical Society, v.36 no.3, 2007년, pp.387 - 395
Kim, Sahm (Department of Statistics, Chung-Ang University) , Hwang, S.Y. (Department of Statistics, Sookmyung Women's University)
We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustifie...
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