Geodesic
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

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{RM_2001_56_5_a10,
     author = {A. E. Vyazilov},
     title = {Empirical processes in the {GARCH(1,1)-model} and robust estimation of parameters},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {990--991},
     publisher = {mathdoc},
     volume = {56},
     number = {5},
     year = {2001},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2001_56_5_a10/}
}
TY  - JOUR
AU  - A. E. Vyazilov
TI  - Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2001
SP  - 990
EP  - 991
VL  - 56
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/RM_2001_56_5_a10/
LA  - en
ID  - RM_2001_56_5_a10
ER  - 
%0 Journal Article
%A A. E. Vyazilov
%T Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2001
%P 990-991
%V 56
%N 5
%I mathdoc
%U http://geodesic.mathdoc.fr/item/RM_2001_56_5_a10/
%G en
%F RM_2001_56_5_a10
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/