Monitoring parameter change for time series models with conditional heteroscedasticity (Q1672861)
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scientific article; zbMATH DE number 6934819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring parameter change for time series models with conditional heteroscedasticity |
scientific article; zbMATH DE number 6934819 |
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Monitoring parameter change for time series models with conditional heteroscedasticity (English)
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11 September 2018
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GARCH-type models
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AGARCH models
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monitoring a parameter change
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CUSUM method based on score functions
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