Testing for parameter change epochs in GARCH time series (Q6968544)
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scientific article; zbMATH DE number 8055504
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| English | Testing for parameter change epochs in GARCH time series |
scientific article; zbMATH DE number 8055504 |
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Testing for parameter change epochs in GARCH time series (English)
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24 June 2025
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GARCH
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IGARCH
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change-point analysis
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concentration inequalities
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uniform test
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