Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (Q5305516)
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scientific article; zbMATH DE number 5685779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations |
scientific article; zbMATH DE number 5685779 |
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Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (English)
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22 March 2010
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heavy tailed
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RCUSQ test
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subsampling
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