activity
20072020
most citedOn the design-consistency property of hierarchical Bayes estimators in finite population sampling

12 citations · 12 across the 3 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2020

M-estimation in GARCH Models in the Absence of Higher-Order Moments

Marc Hallin, Hang Liu, Kanchan Mukherjee

We consider a class of M-estimators of the parameters of a GARCH (p,q) model. These estimators involve score functions and, for adequate choices of the score functions, are asympto…