Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (Q3625359): Difference between revisions

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+Surveillance of the mean behavior of multivariate time series
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+Generalized autoregressive conditional heteroscedasticity
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+Q3026129
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+Asymptotic theory for multivariate GARCH processes.
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Ewma charts for multivariate time series
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Approximations to the expected sample size of certain sequential tests
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