Test for parameter change in ARMA models with GARCH innovations (Q947213)
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scientific article; zbMATH DE number 5348314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in ARMA models with GARCH innovations |
scientific article; zbMATH DE number 5348314 |
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Test for parameter change in ARMA models with GARCH innovations (English)
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29 September 2008
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0.97817314
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0.9199204
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0.9115803
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0.9112308
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0.8993157
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0.89361024
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