On Parameter Change Test for ARMA Models with Martingale Difference Errors - researchr publication authors

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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]

This author has not been identified. Look up 'Haejune Oh' in GoogleThis author has not been identified. Look up 'Sangyeol Lee' in Google

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