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]
@incollection{OhL18,
title = {On Parameter Change Test for ARMA Models with Martingale Difference Errors},
author = {Haejune Oh and Sangyeol Lee},
year = {2018},
doi = {10.1007/978-3-319-70942-0_17},
url = {https://doi.org/10.1007/978-3-319-70942-0_17},
researchr = {https://researchr.org/publication/OhL18},
cites = {0},
citedby = {0},
pages = {246-254},
booktitle = {Predictive Econometrics and Big Data},
editor = {Vladik Kreinovich and Songsak Sriboonchitta and Nopasit Chakpitak},
volume = {753},
series = {Studies in Computational Intelligence},
publisher = {Springer},
isbn = {978-3-319-70942-0},
}