Die Arbeit untersucht die Verwendung von Pseudo-Residuen zur Beurteilung der Anpassungsgüte von stochastischen Modellen ...

The cumulative sums of squares (CUSUMSQ) provide a means for detecting change points in the volatility (variance) of time series. In this paper a new method for detecting such change points is proposed. The method is based on a combination of two existing algorithms and is intended to combine...