On partial-sum processes of ARMAX residuals (Q2284371)
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scientific article; zbMATH DE number 7151059
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| English | On partial-sum processes of ARMAX residuals |
scientific article; zbMATH DE number 7151059 |
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On partial-sum processes of ARMAX residuals (English)
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15 January 2020
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ARMAX residuals
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change-point problems
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CUSUM test
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misspecified ARMAX
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autocorrelated errors
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infinite-variance errors
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heteroscedastic errors
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linear and nonlinear regression
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seasonal dummy
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kernel density estimation of ARMAX errors
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nonlinear ARMAX
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weak GARCH
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0.8438189625740051
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0.8322117924690247
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0.7725650072097778
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0.7688337564468384
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