Lu Han

University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

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Testing for Parameter Constancy in Non‐Gaussian Time Series

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 17-29, 2013
Number of pages: 13 Posted: 23 Dec 2012
Lu Han and Brendan P.M. McCabe
University of Liverpool and University of Liverpool - Management School (ULMS)
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Abstract:

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Non‐Gaussian Time Series, Discrete Valued Count Time Series, sup‐Test, CUSUM Test