Yazykov Artem Anatol'evich

Publications in Math-Net.Ru

1. Structural break detection in autoregressional conditional heteroskedasticity model: case of Student distribution
   
   Mat. Model., 35:1 (2023),  51–58
2. On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models
   
   Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 16:1 (2020),  19–30