Testing for parameter changes in ARCH models (Q1568067): Difference between revisions

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+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+Remigijus Leipus
@@ Property / author: Remigijus Leipus / rank @@
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+MaRDI publication profile
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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Detecting parameter shift in garch models
@@ Property / cites work: Detecting parameter shift in garch models / rank @@
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Testing and estimating in the change-point problem of the spectral function
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+The change-point problem for dependent observations
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Testing for parameter changes in ARCH models
@@ Property / cites work: Testing for parameter changes in ARCH models / rank @@
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@@ Property / cites work @@
+Q4874059
@@ Property / cites work: Q4874059 / rank @@
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