On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264): Difference between revisions
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Revision as of 07:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On score vector- and residual-based CUSUM tests in ARMA-GARCH models |
scientific article |
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On score vector- and residual-based CUSUM tests in ARMA-GARCH models (English)
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11 September 2019
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ARMA-GARCH models
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parameter change test
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CUSUM test
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weak convergence to a Browinan bridge
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