Monitoring parameter change in time series models
| Year of publication: |
2011
|
|---|---|
| Authors: | Na, Okyoung ; Lee, Youngmi ; Lee, Sangyeol |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 20.2011, 2, p. 171-199
|
| Publisher: |
Springer |
| Subject: | Monitoring parameter change | Time series models | Autocovariance of linear processes | GARCH models | Distributional changes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149446