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Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
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2
Certification aspects of the fast gradient method for solving the dual of parametric convex programs
Richter, Stefan
;
Jones, Colin Neil
;
Morari, Manfred
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 305-321
Persistent link: https://www.econbiz.de/10009774899
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