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

@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G52
@@ Property / Mathematics Subject Classification ID: 60G52 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L12
@@ Property / Mathematics Subject Classification ID: 62L12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6085520
@@ Property / zbMATH DE Number: 6085520 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change-point estimation
@@ Property / zbMATH Keywords: change-point estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic trend
@@ Property / zbMATH Keywords: stochastic trend / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy-tails
@@ Property / zbMATH Keywords: heavy-tails / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00362-009-0223-y
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@@ Property / OpenAlex ID @@
+W2065533682
@@ Property / OpenAlex ID: W2065533682 / rank @@
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@@ Property / cites work @@
+Testing for changes in polynomial regression
@@ Property / cites work: Testing for changes in polynomial regression / rank @@
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
+Normal rank
@@ Property / cites work @@
+Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations
+Normal rank
@@ Property / cites work @@
+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Structural breaks with deterministic and stochastic trends
+Normal rank
@@ Property / cites work @@
+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
+Normal rank
@@ Property / cites work @@
+A bayesian analysis of trend determination in economic time series
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:451494