Russian Mathematical Surveys
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Uspekhi Mat. Nauk:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Russian Mathematical Surveys, 1999, Volume 54, Issue 4, Pages 856–857
DOI: https://doi.org/10.1070/rm1999v054n04ABEH000195 (Mi rm195) 		 
This article is cited in 2 scientific papers (total in 2 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing

A. E. Vyazilov

M. V. Lomonosov Moscow State University
English version PDF (258 kB) Citations (2) Russian version article
References:
PDF
HTML
DOI: https://doi.org/10.1070/rm1999v054n04ABEH000195
Accepted: 21.07.1999
Bibliographic databases:
Document Type: Article
MSC: Primary 62F03; Secondary 62E99
Language: English
Original paper language: Russian
Citation: A. E. Vyazilov, “The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing”, Russian Math. Surveys, 54:4 (1999), 856–857
Citation in format AMSBIB
\Bibitem{Vya99}
\by A.~E.~Vyazilov
\paper The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
\jour Russian Math. Surveys
\yr 1999
\vol 54
\issue 4
\pages 856--857
\mathnet{http://mi.mathnet.ru//eng/rm195}
\crossref{https://doi.org/10.1070/rm1999v054n04ABEH000195}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1741289}
\zmath{https://zbmath.org/?q=an:1051.62521}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1999RuMaS..54..856V}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000085500400020}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0033275497}
Linking options:
  • https://www.mathnet.ru/eng/rm195
  • https://doi.org/10.1070/rm1999v054n04ABEH000195
  • https://www.mathnet.ru/eng/rm/v54/i4/p163
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Успехи математических наук Russian Mathematical Surveys
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024