BibTeX record journals/cssc/Bodnar09

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@article{DBLP:journals/cssc/Bodnar09,
  author       = {Olha Bodnar},
  title        = {Application of the Generalized Likelihood Ratio Test for Detecting
                  Changes in the Mean of Multivariate {GARCH} Processes},
  journal      = {Commun. Stat. Simul. Comput.},
  volume       = {38},
  number       = {5},
  pages        = {919--938},
  year         = {2009},
  url          = {https://doi.org/10.1080/03610910802691861},
  doi          = {10.1080/03610910802691861},
  timestamp    = {Sat, 30 Sep 2023 10:11:14 +0200},
  biburl       = {https://dblp.org/rec/journals/cssc/Bodnar09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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