Change point detection in copula ARMA-GARCH models (Q5397933)
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scientific article; zbMATH DE number 6261437
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Change point detection in copula ARMA-GARCH models |
scientific article; zbMATH DE number 6261437 |
Statements
Change point detection in copula ARMA–GARCH Models (English)
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25 February 2014
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change point test
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cusum test
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copula ARMA-GARCH model
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pseudo maximum likelihood estimator
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0.8860552906990051
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0.8769394755363464
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0.8625615239143372
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0.8577467799186707
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0.8473369479179382
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