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  • Search: subject:"Monitoring a parameter change"
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AGARCH models 1 ARCH model 1 ARCH-Modell 1 CUSUM method based on score functions 1 Estimation theory 1 GARCH-type models 1 Heteroscedasticity 1 Heteroskedastizität 1 Monitoring a parameter change 1 Schätztheorie 1 Time series analysis 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Huh, Jaewon 1 Lee, Sangyeol 1 Oh, Haejune 1
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Economics letters 1
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ECONIS (ZBW) 1
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Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon; Oh, Haejune; Lee, Sangyeol - In: Economics letters 152 (2017), pp. 66-70
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011801150
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