Sequential change-point detection in time series models with conditional heteroscedasticity (Q6498751)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sequential change-point detection in time series models with conditional heteroscedasticity |
scientific article; zbMATH DE number 7844114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sequential change-point detection in time series models with conditional heteroscedasticity |
scientific article; zbMATH DE number 7844114 |
Statements
Sequential change-point detection in time series models with conditional heteroscedasticity (English)
0 references
7 May 2024
0 references
sequential detection
0 references
parameter change
0 references
conditionally heteroscedastic time series
0 references
GARCH-type models
0 references
asymmetric GARCH
0 references
0 references
0.8480961918830872
0 references
0.8470682501792908
0 references
0.8451341390609741
0 references
0.8396046161651611
0 references
0.8229243159294128
0 references
