Sequential change point detection in ARMA-GARCH models (Q5107788)
From MaRDI portal
scientific article; zbMATH DE number 7194352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential change point detection in ARMA-GARCH models |
scientific article; zbMATH DE number 7194352 |
Statements
Sequential change point detection in ARMA-GARCH models (English)
0 references
28 April 2020
0 references
sequential test for parameter change
0 references
sequential change detection
0 references
score based test
0 references
ARMA-GARCH models
0 references
0 references
0 references
