Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Truncating estimation for the change in stochastic trend with heavy-tailed innovations |
scientific article |
Statements
Truncating estimation for the change in stochastic trend with heavy-tailed innovations (English)
0 references
23 September 2012
0 references
change-point estimation
0 references
stochastic trend
0 references
heavy-tails
0 references