The Cusum Test for Parameter Change in Regression Models with ARCH Errors
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Publication:4668513
DOI10.14490/jjss.34.173zbMath1062.62191OpenAlexW2050665784MaRDI QIDQ4668513
Yasuyoshi Tokutsu, Koichi Maekawa, Sangyeol Lee
Publication date: 19 April 2005
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.34.173
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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