On change point test for ARMA-GARCH models: bootstrap approach (Q1747092): Difference between revisions

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+Testing for parameter constancy in GARCH\((p,q)\) models
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+Q4391131
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+Bootstrap methods: another look at the jackknife
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+Q4318617
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Bootstrap test for change-points in nonparametric regression
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+The Cusum Test for Parameter Change in Time Series Models
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+PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS
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+Parameter change test for autoregressive conditional duration models
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+Test for parameter change in ARMA models with GARCH innovations
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+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
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