Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified residual CUSUM test for location-scale time series models with heteroscedasticity |
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Modified residual CUSUM test for location-scale time series models with heteroscedasticity (English)
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22 October 2019
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location-scale time series models with heteroscedasticity
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parameter change test
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CUSUM test
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residual-based test
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score vector-based test
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