scientific article; zbMATH DE number 1538079

MaRDI QIDQ4518942zbMATHFDO

Authors Remigijus Leipus, Piotr Kokoszka

Publication date 11 May 2001

zbMATH Keywords

time seriestestingARCHchange-point

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Recommendations

• Estimating mean change-points in ARCH models
• Testing and estimation for multiple change-point in ARCH models
• Change-point estimation in ARCH models
• scientific article; zbMATH DE number 5811921
• Estimation mean change-point in ARCH models with heavy-tailed innovations

Cited in

(6)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4518942)