Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528)
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scientific article; zbMATH DE number 7119461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Change in Long‐Memory Stochastic Volatility Time Series |
scientific article; zbMATH DE number 7119461 |
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Testing for Change in Long‐Memory Stochastic Volatility Time Series (English)
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18 October 2019
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long-memory stochastic volatility
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change point tests
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empirical process limit theorem
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self-normalization
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heavy tails
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