【作者(必填)】Sangyeol Lee Haejune Oh

【文题(必填)】
Parameter change test for autoregressive conditional duration models
【年份(必填)】Annals of the Institute of Statistical Mathematics

June 2016, Volume 68, Issue 3, pp 621–637| Cite as

【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007%2Fs10463-015-0541-x