Change-point estimation in ARCH models (Q1572832)

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Change-point estimation in ARCH models
scientific article

    Statements

    title
    Change-point estimation in ARCH models (English)
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    published in
    Bernoulli
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    publication date
    14 November 2002
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    zbMATH Keywords
    change-point estimation
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    stationarity
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    simulations
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    cross-covariance function
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    ARCH models
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    author
    Piotr S. Kokoszka
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    Remigijus Leipus
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    Identifiers

    DOI
    10.2307/3318673
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    zbMATH DE Number
    1484643
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