Change-point estimation in ARCH models
type: Item
instance of: scholarly article
title: Change-point estimation in ARCH models
zbMATH Open document ID: 0997.62068
DOI: 10.2307/3318673
published in: Bernoulli
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1081616703
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1484643
zbMATH Keywords: change-point estimation
zbMATH Keywords: stationarity
zbMATH Keywords: simulations
zbMATH Keywords: cross-covariance function
zbMATH Keywords: ARCH models
author: Piotr Kokoszka
author: Remigijus Leipus
MaRDI profile type: Publication
OpenAlex ID: W2054914474
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description: scientific article; zbMATH DE number 1484643