Sequential change-point detection in time series models with conditional heteroscedasticity (Q6498751)
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scientific article; zbMATH DE number 7844114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential change-point detection in time series models with conditional heteroscedasticity |
scientific article; zbMATH DE number 7844114 |
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Sequential change-point detection in time series models with conditional heteroscedasticity (English)
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7 May 2024
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sequential detection
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parameter change
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conditionally heteroscedastic time series
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GARCH-type models
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asymmetric GARCH
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