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Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 56 (2001) no. 5, pp. 990-991 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {A. E. Vyazilov},
     title = {Empirical processes in the {GARCH(1,1)-model} and robust estimation of parameters},
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}
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A. E. Vyazilov. Empirical processes in the GARCH(1,1)-model and robust estimation of parameters. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 56 (2001) no. 5, pp. 990-991. http://geodesic.mathdoc.fr/item/RM_2001_56_5_a10/

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