Guaranteed detection of an imbalance instant of the GARCH-process

Author: Burkatovskaya Yu.   Vorobeichikov S.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0005-1179

Source: Automation and Remote Control, Vol.67, Iss.12, 2006-12, pp. : 1913-1926

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Abstract