Change-point monitoring in linear models
Alexander Aue, Lajos Horváth, Marie Hušková and Piotr Kokoszka
| Year of publication: |
2006
|
|---|---|
| Authors: | Aue, Alexander ; Horváth, Lajos ; Hušková, Marie ; Kokoszka, Piotr |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 3, p. 373-403
|
| Subject: | Regressionsanalyse | Regression analysis | Martingal | Martingale | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003390158