Testing for parameter changes in ARCH models
type: Item
instance of: scholarly article
title: Testing for parameter changes in ARCH models
zbMATH Open document ID: 0972.62012
DOI: 10.1007/BF02469283
published in: Lithuanian Mathematical Journal
publication date: 2001-11-19T00:00:00Z
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1466100
zbMATH Keywords: ARCH model
zbMATH Keywords: change-point testing
zbMATH Keywords: local alternatives
author: Piotr Kokoszka
author: Remigijus Leipus
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1466100