Test for parameter change in ARMA models with GARCH innovations (Q947213)

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Test for parameter change in ARMA models with GARCH innovations
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    title
    Test for parameter change in ARMA models with GARCH innovations (English)
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    author
    Sangyeol Lee
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    Junmo Song
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    publication date
    29 September 2008
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    Mathematics Subject Classification ID
    62M10
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    60F05
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    62M07
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    62M15
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    zbMATH DE Number
    5348314
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