Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap

DOI10.1002/ASMB.2482MaRDI QIDQ6574635zbMATH OpenFDO

Authors Haejune Oh, Sangyeol Lee

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2482

zbMATH Keywords

wild bootstrapCUSUM testparameter change testresidual bootstraplocation-scale time series models with heteroscedasticity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Modeling and inferences for bounded multivariate time series of counts

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