Pages that link to "Item:Q3461744"
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The following pages link to A ratio test to detect change point in GARCH model (Q3461744):
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)
- (Q3052233) (← links)
- Ratio test for mean change-point in infinite variances sequence (Q3307359) (← links)
- Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (Q3625359) (← links)