|
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
Accepted: 22.08.2001
Citation:
A. E. Vyazilov, “Empirical processes in the GARCH(1,1)-model and robust estimation of parameters”, Uspekhi Mat. Nauk, 56:5(341) (2001), 179–180; Russian Math. Surveys, 56:5 (2001), 990–991
Linking options:
https://www.mathnet.ru/eng/rm442https://doi.org/10.1070/RM2001v056n05ABEH000442 https://www.mathnet.ru/eng/rm/v56/i5/p179
|
Statistics & downloads: |
Abstract page: | 547 | Russian version PDF: | 279 | English version PDF: | 7 | References: | 69 | First page: | 1 |
|