A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model

Mathematics

• Autoregressive Model 100%
• Error Variance 100%
• Variance 50%
• Null 50%
• Samples 50%
• Monte Carlo 50%
• Price Index 50%
• Residuals 50%
• Simple Function 50%
• Brownian Bridge 50%

Economics, Econometrics and Finance

• Measure of Dispersion 100%
• Exchange Rate 33%
• Return 33%
• Volatility 33%
• Stock Price 33%