Sequential Change-Point Detection in GARCH(p, q) Models
István Berkes, Edit Gombay, Lajos Horváth and Piotr Kokoszka
- 期刊名称Econometric Theory
- 作者István Berkes, Edit Gombay, Lajos Horváth and Piotr Kokoszka
- 卷第20卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小2146.36KB
- 发表时间2004-12
- DOI10.2307/3533449
- 页码1140-1167