Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635)
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scientific article; zbMATH DE number 7883159
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| English | Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap |
scientific article; zbMATH DE number 7883159 |
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Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (English)
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18 July 2024
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CUSUM test
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location-scale time series models with heteroscedasticity
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parameter change test
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residual bootstrap
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wild bootstrap
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