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ARCH model 1 ARCH-Modell 1 Estimation 1 Estimation theory 1 GARCH 1 IGARCH 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 change-point analysis 1 concentration inequalities 1 uniformtest 1
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Richter, Stefan 1 Wang, Weining 1 Wu, Wei Biao 1
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Did you mean: subject:"uniformes" (6 results)
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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
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