Change-point estimation in ARCH models (Q1572832)
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scientific article; zbMATH DE number 1484643
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| default for all languages | No label defined |
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| English | Change-point estimation in ARCH models |
scientific article; zbMATH DE number 1484643 |
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Change-point estimation in ARCH models (English)
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14 November 2002
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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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0.97382915
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0.95560277
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0.9425368
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0.9088626
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0.9025049
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0.89849836
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