Variance estimators in the chu‐white test for structural change (Q4232104)
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scientific article; zbMATH DE number 1262057
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| English | Variance estimators in the chu‐white test for structural change |
scientific article; zbMATH DE number 1262057 |
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Variance estimators in the chu‐white test for structural change (English)
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30 January 2000
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change in trend
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Brownian bridge
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fractional ARIMA(0,d,0) models
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ARCH(1) models
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0.89474857
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0.8929173
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0.87535167
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0.8647594
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