Monitoring parameter change in time series models (Q719010)
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scientific article; zbMATH DE number 5950642
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| English | Monitoring parameter change in time series models |
scientific article; zbMATH DE number 5950642 |
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Monitoring parameter change in time series models (English)
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27 September 2011
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autocovariance of linear processes
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GARCH models
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distributional changes
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0.9058561325073242
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0.8729373216629028
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0.8537134528160095
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0.8395547270774841
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0.8368778824806213
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