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Publications in Math-Net.Ru |
Citations |
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2023 |
1. |
D. A. Borzykh, A. A. Yazykov, “Structural break detection in autoregressional conditional heteroskedasticity model: case of Student distribution”, Matem. Mod., 35:1 (2023), 51–58 ; Math. Models Comput. Simul., 15:4 (2023), 654–659 |
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2020 |
2. |
D. A. Borzykh, A. A. Yazykov, “On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 16:1 (2020), 19–30 |
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Organisations |
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