PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS (Q5253398)
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scientific article; zbMATH DE number 6439532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS |
scientific article; zbMATH DE number 6439532 |
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PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS (English)
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22 May 2015
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nonlinear time series models with GARCH type errors
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parameter change
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CUSUM test
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weak convergence to a Brownian bridge
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