Vyazilov Aleksandr Evgen'evich

Publications in Math-Net.Ru

1. Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
   
   Uspekhi Mat. Nauk, 56:5(341) (2001),  179–180
2. The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
   
   Uspekhi Mat. Nauk, 54:4(328) (1999),  163–164