Browsing School of Pure and Applied Sciences by Subject "Change-Point"

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    • Limit Theory of Model Order Change-Point Estimator for GARCH Mode 

      Irungu, Irene W.; Mwita, Peter N.; Waititu, Antony G. (Scientific Research Publishing, 2018)
      The limit theory of a change-point process which is based on the Manhattan distance of the sample autocorrelation function with applications to GARCH processes is examined. The general theory of the sample autocovariance ...