Testing for parameter changes in ARCH models (Q1568067)

From MaRDI portal
Revision as of 08:55, 30 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    publication date
    19 November 2001
    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

    Identifiers

    DOI
    10.1007/BF02469283
    0 references
    zbMATH DE Number
    1466100
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1568067&oldid=34245689"
    Powered by MediaWiki