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Vyazilov, Aleksandr Evgen'evich


https://www.mathnet.ru/eng/person9073
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/659480

Publications in Math-Net.Ru Citations
2001
1. A. E. Vyazilov, “Empirical processes in the GARCH(1,1)-model and robust estimation of parameters”, Uspekhi Mat. Nauk, 56:5(341) (2001),  179–180  mathnet  mathscinet  zmath; Russian Math. Surveys, 56:5 (2001), 990–991  isi  scopus 3
1999
2. A. E. Vyazilov, “The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing”, Uspekhi Mat. Nauk, 54:4(328) (1999),  163–164  mathnet  mathscinet  zmath; Russian Math. Surveys, 54:4 (1999), 856–857  isi  scopus 2

Presentations in Math-Net.Ru
1. О последовательных процессах в GARCH-модели и их приложениях в некоторых статистических задачах
M. V. Boldin, A. E. Vyazilov
Principle Seminar of the Department of Probability Theory, Moscow State University
April 20, 2005

Organisations