scientific article; zbMATH DE number 1538079

zbMATH Open0960.91062MaRDI QIDQ4518942FDOQ4518942

Authors: Remigijus Leipus, Piotr Kokoszka 

Publication date: 11 May 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriestestingARCHchange-point

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (6)

• Estimation mean change-point in ARCH models with heavy-tailed innovations
• Change-point estimation in ARCH models
• Testing for a change of the innovation distribution in an ARCH model
• Analysis of multiple model method for change detection of AR processes
• Testing and estimation for multiple change-point in ARCH models
• Estimating mean change-points in ARCH models

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