Si-GARCH: Construction and validation of a new method for the detection of breaking points in models-Reference-Cited by-同舟云学术

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Si-GARCH: Construction and validation of a new method for the detection of breaking points in models

Published:2015-10-30 Issue:4 Volume:46 Page:3294-3305
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Zitouni Djamel¹,Guinhouya Benjamin C.²,Ravaux Pierre¹,Vilhelm Christian¹,Sarrazin Bruno³,Lemdani Mohamed¹,Mehdaoui Hossein³

Affiliation:

1. EA 2694, Santé Publique, Faculté des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France

2. EA 2694, Santé Publique, UFR Ingénierie et Management de la Santé, France

3. Resuscitation Department, CHU de la Martinique (Martinique University Hospital) Fort-de-France Cedex

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2015.1083330

Reference30 articles.

1. Bollerslev, T. (1986). Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics 31:309–328.

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