Sequential Change-Point Detection in Time Series Models with Conditional Heteroscedasticity
Year of publication: |
2023
|
---|---|
Authors: | Lee, Youngmi ; Kim, Sungdon ; Oh, Haejune |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model |
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