On the Cusum test for parameter changes in garch(1,1) Models (Q4541704): Difference between revisions

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+https://doi.org/10.1080/03610920008832494
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+W2086147858
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+Generalized autoregressive conditional heteroscedasticity
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
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+Invariance principles for dependent variables
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+Q4084474
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+The effect of serial correlation on tests for parameter change at unknown time
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