Change point detection in SCOMDY models
DOI10.1007/s10182-012-0200-yzbMath1443.62232OpenAlexW1988930584MaRDI QIDQ1621241
Sangyeol Lee, Okyoung Na, Ji-Yeon Lee
Publication date: 8 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-012-0200-y
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Non-Markovian processes: hypothesis testing (62M07)
Related Items (4)
Cites Work
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