Change point detection in copula ARMA–GARCH Models (Q5397933): Difference between revisions

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Latest revision as of 09:08, 7 July 2024

scientific article; zbMATH DE number 6261437
Language Label Description Also known as
English
Change point detection in copula ARMA–GARCH Models
scientific article; zbMATH DE number 6261437

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    Change point detection in copula ARMA–GARCH Models (English)
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    25 February 2014
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    change point test
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    cusum test
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    copula ARMA-GARCH model
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    pseudo maximum likelihood estimator
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