## 9.9 Further Reading: Hypothesis Testing in the GWN Model

• Mention books by Carol Alexander for discussion of rolling and EWMA estimates
• Formal tests for structural change require advanced probability and statistics. See (Zivot 2016) for discussion. Many tests are implemented in the strucchange package.

### References

Zivot, E. 2016. Modeling Financial Time Series with R. New York: Springer.