scientific article; zbMATH DE number 868175

MaRDI QIDQ4874059zbMATH OpenFDO

Authors Remigijus Leipus

Publication date 4 August 1996

zbMATH Keywords

a posteriori proceduresfunctional limit theoremsgeneralized fractionally differenced sequencesgeneralized Kolmogorov-Smirnov type statisticsinfinite symmetric peaksshort/long-memory time seriesspectral density

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Testing for parameter changes in ARCH models
• Monitoring the parameter changes in general ARIMA time series models

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