Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G52 / rank | |||
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| Property / Mathematics Subject Classification ID: 62L12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number: 6085520 / rank | |||
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change-point estimation | |||
| Property / zbMATH Keywords: change-point estimation / rank | |||
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stochastic trend | |||
| Property / zbMATH Keywords: stochastic trend / rank | |||
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heavy-tails | |||
| Property / zbMATH Keywords: heavy-tails / rank | |||
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Revision as of 11:29, 30 June 2023
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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