Testing for parameter changes in linear state space models (Q6579702)
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: Testing for parameter changes in linear state space models |
scientific article; zbMATH DE number 7887754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for parameter changes in linear state space models |
scientific article; zbMATH DE number 7887754 |
Statements
Testing for parameter changes in linear state space models (English)
0 references
25 July 2024
0 references
linear state space models
0 references
multiple time series
0 references
statistical tests
0 references
volatility modeling
0 references
0 references
0 references
0 references
