SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:23, 8 February 2024
scientific article; zbMATH DE number 2202811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS |
scientific article; zbMATH DE number 2202811 |
Statements
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (English)
0 references
5 September 2005
0 references
simulations
0 references
