Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
type: Item
instance of: scholarly article
title: Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
author: Haejune Oh
author: Sangyeol Lee
published in: Applied Stochastic Models in Business and Industry
publication date: 2024-07-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7883159
zbMATH Keywords: CUSUM test
zbMATH Keywords: location-scale time series models with heteroscedasticity
zbMATH Keywords: parameter change test
zbMATH Keywords: residual bootstrap
zbMATH Keywords: wild bootstrap
MaRDI profile type: MaRDI publication profile
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DOI: 10.1002/ASMB.2482
description: scientific article; zbMATH DE number 7883159