The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513)

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scientific article; zbMATH DE number 2158959
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The Cusum Test for Parameter Change in Regression Models with ARCH Errors
scientific article; zbMATH DE number 2158959

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    The Cusum Test for Parameter Change in Regression Models with ARCH Errors (English)
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    19 April 2005
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    ARCH errors
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    weak convergence
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    regression models
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    residual cusum test
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    Brownian bridge
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