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- W3009557653 abstract "This study investigates a sequential procedure to detect changes in the parameter of ARMA-GARCH models. Following the test procedure by Berkes et al. [Sequential change-point detection in GARCH(p,q..." @default.
- W3009557653 created "2020-03-13" @default.
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- W3009557653 date "2020-03-04" @default.
- W3009557653 modified "2023-09-24" @default.
- W3009557653 title "Sequential change point detection in ARMA-GARCH models" @default.
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- W3009557653 doi "https://doi.org/10.1080/00949655.2020.1734807" @default.
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