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Russian Mathematical Surveys, 2001, Volume 56, Issue 5, Pages 990–991
DOI: https://doi.org/10.1070/RM2001v056n05ABEH000442 (Mi rm442) 		 
This article is cited in 3 scientific papers (total in 3 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Empirical processes in the GARCH(1,1)-model and robust estimation of parameters

A. E. Vyazilov

M. V. Lomonosov Moscow State University
English version PDF (109 kB) Citations (3) Russian version article
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DOI: https://doi.org/10.1070/RM2001v056n05ABEH000442
Accepted: 22.08.2001
Bibliographic databases:
Document Type: Article
MSC: 62F12, 62F35
Language: English
Original paper language: Russian
Citation: A. E. Vyazilov, “Empirical processes in the GARCH(1,1)-model and robust estimation of parameters”, Russian Math. Surveys, 56:5 (2001), 990–991
Citation in format AMSBIB
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\by A.~E.~Vyazilov
\paper Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
\jour Russian Math. Surveys
\yr 2001
\vol 56
\issue 5
\pages 990--991
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\crossref{https://doi.org/10.1070/RM2001v056n05ABEH000442}
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\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?2001RuMaS..56..990V}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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