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Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes.

Olha Bodnar
Published in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
  • generalized likelihood ratio test
  • information systems
  • face recognition
  • statistical analysis
  • regression model
  • garch model