Tserakh Uladzimir S.

Publications in Math-Net.Ru

1. Asymptotic properties of $M$-estimator for $GARCH(1,1)$ model parameters
   
   Journal of the Belarusian State University. Mathematics and Informatics, 2 (2020),  69–78
2. Use of tempered stable distributions in $GARCH(1, 1)$ models
   
   Journal of the Belarusian State University. Mathematics and Informatics, 1 (2018),  48–58