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

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+https://doi.org/10.1111/j.1467-9892.2011.00763.x
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+Testing for parameter constancy in GARCH\((p,q)\) models
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+Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
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+Test for parameter change in ARMA models with GARCH innovations
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+Publication:5397933