Change point detection in copula ARMA–GARCH Models (Q5397933)
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scientific article; zbMATH DE number 6261437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point detection in copula ARMA–GARCH Models |
scientific article; zbMATH DE number 6261437 |
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Change point detection in copula ARMA–GARCH Models (English)
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25 February 2014
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change point test
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cusum test
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copula ARMA-GARCH model
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pseudo maximum likelihood estimator
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