Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361)
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scientific article; zbMATH DE number 7035725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula parameter change test for nonlinear AR models with nonlinear GARCH errors |
scientific article; zbMATH DE number 7035725 |
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Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (English)
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13 March 2019
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change point test
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copula
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CUSUM test
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nonlinear AR models with nonlinear GARCH errors
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STAR-STGARCH models
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