Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncating estimation for the change in stochastic trend with heavy-tailed innovations |
scientific article |
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Truncating estimation for the change in stochastic trend with heavy-tailed innovations (English)
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23 September 2012
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change-point estimation
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stochastic trend
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heavy-tails
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