TY  - JOUR
AU  - U. S. Tserakh
TI  - Asymptotic properties of $M$-estimator for $GARCH(1,1)$ model parameters
JO  - Journal of the Belarusian State University. Mathematics and Informatics
PY  - 2020
SP  - 69
EP  - 78
VL  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/BGUMI_2020_2_a6/
LA  - ru
ID  - BGUMI_2020_2_a6
ER  -