scientific article; zbMATH DE number 868175

zbMATH Open0842.62069MaRDI QIDQ4874059FDOQ4874059

Authors: Remigijus Leipus 

Publication date: 4 August 1996

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

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zbMATH Keywords

spectral densityfunctional limit theoremsa posteriori proceduresgeneralized fractionally differenced sequencesgeneralized Kolmogorov-Smirnov type statisticsinfinite symmetric peaksshort/long-memory time series

Mathematics Subject Classification ID

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

Cited In (2)

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

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