Test for parameter change in ARMA models with GARCH innovations (Q947213)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in ARMA models with GARCH innovations |
scientific article |
Statements
Test for parameter change in ARMA models with GARCH innovations (English)
0 references
29 September 2008
0 references
