The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.14490/jjss.34.173 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2050665784 / rank | |||
Normal rank | |||
Latest revision as of 20:40, 19 March 2024
scientific article; zbMATH DE number 2158959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cusum Test for Parameter Change in Regression Models with ARCH Errors |
scientific article; zbMATH DE number 2158959 |
Statements
The Cusum Test for Parameter Change in Regression Models with ARCH Errors (English)
0 references
19 April 2005
0 references
ARCH errors
0 references
weak convergence
0 references
regression models
0 references
residual cusum test
0 references
Brownian bridge
0 references
