Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/97443| Title: | Consistency and asymptotic distribution of parameter estimators in ARCH/GARCH models with regularly varying errors |
| Authors: | Son, L. H. Troush, N. N. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2008 |
| Publisher: | Минск: Институт Математики НАН Беларуси |
| Abstract: | Теория вероятностей и математическая статистика |
| URI: | http://elib.bsu.by/handle/123456789/97443 |
| Appears in Collections: | Часть 5. |
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