Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268)
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scientific article; zbMATH DE number 7493337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in the presence of outliers: the density power divergence-based approach |
scientific article; zbMATH DE number 7493337 |
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Test for parameter change in the presence of outliers: the density power divergence-based approach (English)
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18 March 2022
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test for parameter change
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robust test
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outliers
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density power divergence
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GARCH models
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