3

Coefficient constancy test in AR-ARCH models

Year:
2002
Language:
english
File:
PDF, 198 KB
english, 2002
5

NM–QELE for ARMA–GARCH models with non-Gaussian innovations

Year:
2011
Language:
english
File:
PDF, 263 KB
english, 2011
6

The Cusum Test for Parameter Change in Time Series Models

Year:
2003
Language:
english
File:
PDF, 183 KB
english, 2003