Testing for parameter changes in ARCH models (Q1568067)

From MaRDI portal
Revision as of 04:56, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Testing for parameter changes in ARCH models
scientific article

    Statements

    title
    Testing for parameter changes in ARCH models (English)
    0 references
    DOI
    10.1007/BF02469283
    0 references
    publication date
    19 November 2001
    0 references
    zbMATH DE Number
    1466100
    0 references
    zbMATH Keywords
    ARCH model
    0 references
    change-point testing
    0 references
    local alternatives
    0 references
    author
    Piotr S. Kokoszka
    0 references
    Remigijus Leipus
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1568067&oldid=26347833"
    Powered by MediaWiki