TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026)
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scientific article; zbMATH DE number 7479531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL |
scientific article; zbMATH DE number 7479531 |
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TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (English)
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23 February 2022
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ARCH model
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change-point
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Cramér-von Mises-type test
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Kiefer process
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weak convergence
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