SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884)

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scientific article; zbMATH DE number 2202811
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SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
scientific article; zbMATH DE number 2202811

    Statements

    title
    SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (English)
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    author
    Edit Gombay
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    Lajos Horváth
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    István Berkes
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    Piotr S. Kokoszka
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    publication date
    5 September 2005
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    zbMATH Keywords
    simulations
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    Identifiers

    zbMATH DE Number
    2202811
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    OpenAlex ID
    W2110769522
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