This article is cited 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

MSC: 62F12, 62F35

Accepted: 22.08.2001

DOI: 10.4213/rm442

 English version: Russian Mathematical Surveys, 2001, 56:5, 990–991

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