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On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series

Crossref DOI link: https://doi.org/10.1007/s00362-025-01728-4

Published Online: 2025-07-14

Published Print: 2025-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ghoudi, K. https://orcid.org/0000-0002-4999-1373
Laïb, N. https://orcid.org/0000-0002-4344-8134
Funding

Funding for this research was provided by:

CY Advanced Studies, CY Cergy Paris University
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Article History

Received: 21 May 2024

Revised: 24 February 2025

First Online: 14 July 2025