GARCH(1, 1) 模型多变点的SupF检验 (Q5367732)
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scientific article; zbMATH DE number 6795135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH(1, 1) 模型多变点的SupF检验 |
scientific article; zbMATH DE number 6795135 |
Statements
20 October 2017
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GARCH(1,1) model
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ARMA(1,1) model
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multiple change points
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SupF test
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limiting distribution
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GARCH(1, 1) 模型多变点的SupF检验 The value's type "string" does not match Property's type "monolingualtext".
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