SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884)
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scientific article; zbMATH DE number 2202811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS |
scientific article; zbMATH DE number 2202811 |
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SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (English)
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5 September 2005
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simulations
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