On change point test for ARMA-GARCH models: bootstrap approach (Q1747092)
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scientific article; zbMATH DE number 6866214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On change point test for ARMA-GARCH models: bootstrap approach |
scientific article; zbMATH DE number 6866214 |
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On change point test for ARMA-GARCH models: bootstrap approach (English)
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3 May 2018
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ARMA-GARCH models
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parameter change test
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CUSUM test
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bootstrap method
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residual bootstrap
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wild bootstrap
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0.9025841
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0.8976195
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0.8924491
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0.87891567
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0.87838554
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