Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124)
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scientific article; zbMATH DE number 7819553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for conditional quantile change in general conditional heteroscedastic time series models |
scientific article; zbMATH DE number 7819553 |
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Test for conditional quantile change in general conditional heteroscedastic time series models (English)
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16 March 2024
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change point detection
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conditional heteroscedastic time series models
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CUSUM test
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quantile regression
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risk management
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