Test for parameter change in ARMA models with GARCH innovations (Q947213): Difference between revisions
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Revision as of 02:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in ARMA models with GARCH innovations |
scientific article |
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Test for parameter change in ARMA models with GARCH innovations (English)
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29 September 2008
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