The following pages link to (Q3052233):
Displaying 5 items.
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- On change-point detection in volatile series using GARCH models (Q2408327) (← links)
- A ratio test to detect change point in GARCH model (Q3461744) (← links)
- Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (Q5743276) (← links)