Change point detection in scale family distributions

DOI10.1111/J.1467-9574.2009.00427.XMaRDI QIDQ6573709FDOQ6573709

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

• Title not available (Why is that?)
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Cusum test for parameter changes in garch(1,1) Models

This page was built for publication: Change point detection in scale family distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6573709)