Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap
Year of publication: |
2019
|
---|---|
Authors: | Oh, Haejune ; Lee, Sangyeol |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2019, 6 (18.08.), p. 1322-1343
|
Publisher: |
Wiley |
Saved in:
Online Resource
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