Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494): Difference between revisions

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+Testing for changes in polynomial regression
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+Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations
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+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
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+Q2709279
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+Structural breaks with deterministic and stochastic trends
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+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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+A bayesian analysis of trend determination in economic time series
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+Publication:451494