On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264): Difference between revisions

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+https://doi.org/10.1007/s10260-017-0408-9
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+W2766682229
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+Testing for parameter constancy in GARCH\((p,q)\) models
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+Q5560061
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+Q4391131
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+GARCH Models
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+On the Cusum test for parameter changes in garch(1,1) Models
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+PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS
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+The Cusum Test for Parameter Change in Time Series Models
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+Test for parameter change in ARMA models with GARCH innovations
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+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+A test for a change in a parameter occurring at an unknown point
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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