Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap |
scientific article; zbMATH DE number 7883159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap |
scientific article; zbMATH DE number 7883159 |
Statements
Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (English)
0 references
18 July 2024
0 references
CUSUM test
0 references
location-scale time series models with heteroscedasticity
0 references
parameter change test
0 references
residual bootstrap
0 references
wild bootstrap
0 references
0 references
