Monitoring parameter change in time series models
type: Item
instance of: scholarly article
title: Monitoring parameter change in time series models
zbMATH Open document ID: 1230.62119
author: Okyoung Na
author: Youngmi Lee
author: Sangyeol Lee
published in: Statistical Methods and Applications
publication date: 2011-09-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5950642
zbMATH Keywords: autocovariance of linear processes
zbMATH Keywords: GARCH models
zbMATH Keywords: distributional changes
MaRDI profile type: Publication
full work available at URL: s10260-011-0162-3
OpenAlex ID: W1975207035
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DOI: 10.1007/S10260-011-0162-3
description: scientific article; zbMATH DE number 5950642