Detecting weak changes in the mean of a class of nonlinear heteroscedastic models

DOI10.1080/03610918.2023.2245988MaRDI QIDQ6969200zbMATH OpenFDO

Authors Joseph Ngatchou-Wandji, Marwa Ltaifa

Publication date 23 June 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2023.2245988

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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