A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CUSUM test for a long memory heterogeneous autoregressive model |
scientific article |
Statements
A CUSUM test for a long memory heterogeneous autoregressive model (English)
0 references
6 June 2014
0 references
HAR model
0 references
parameter constancy
0 references
realized volatility
0 references
structural break
0 references
