Change point detection in scale family distributions

DOI10.1111/J.1467-9574.2009.00427.XMaRDI QIDQ6573709zbMATH OpenFDO

Authors Reza Habibi

Publication date 17 July 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

bootstrapMonte Carlostable distributionBrownian bridgestock market data

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Statistical distribution theory (62Exx)

Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the Cusum test for parameter changes in garch(1,1) Models
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

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