Haejune Oh, Sangyeol Lee. On Parameter Change Test for ARMA Models with Martingale Difference Errors. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 246-254, Springer, 2018. [doi]
Abstract is missing.