The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513)
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scientific article; zbMATH DE number 2158959
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| English | The Cusum Test for Parameter Change in Regression Models with ARCH Errors |
scientific article; zbMATH DE number 2158959 |
Statements
The Cusum Test for Parameter Change in Regression Models with ARCH Errors (English)
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19 April 2005
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ARCH errors
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weak convergence
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regression models
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residual cusum test
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Brownian bridge
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0.90021926
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0.89779204
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0.88250303
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0.8818609
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0.87460804
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