Guaranteed detection of an imbalance instant of the GARCH-process

Guaranteed detection of an imbalance instant of the GARCH-process

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Bibliographic Details
Published in:Automation and remote control Vol. 67; no. 12; pp. 1913 - 1926
Main Authors: Burkatovskaya, Yu. B., Vorobeichikov, S. E.
Format: Journal Article
Language:English
Published: 01-12-2006
Online Access:Get full text
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Description
ISSN:0005-1179
1608-3032
DOI:10.1134/S0005117906120058