Change-point estimation in ARCH models (Q1572832): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Piotr S. Kokoszka / rank | |||
| Property / author | |||
| Property / author: Remigijus Leipus / rank | |||
| Property / author | |||
| Property / author: Piotr S. Kokoszka / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Remigijus Leipus / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2054914474 / rank | |||
Normal rank | |||
Latest revision as of 01:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-point estimation in ARCH models |
scientific article |
Statements
Change-point estimation in ARCH models (English)
0 references
14 November 2002
0 references
change-point estimation
0 references
stationarity
0 references
simulations
0 references
cross-covariance function
0 references
ARCH models
0 references
