Parameter change tests for ARMA-GARCH models (Q1662169)
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scientific article; zbMATH DE number 6920234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter change tests for ARMA-GARCH models |
scientific article; zbMATH DE number 6920234 |
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Parameter change tests for ARMA-GARCH models (English)
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17 August 2018
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ARMA-GARCH models
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parameter change test
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score test
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residual-based CUSUM test
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