Break point estimators for a slope shift: levels versus first differences (Q2896003)

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Break point estimators for a slope shift: levels versus first differences
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    title
    Break point estimators for a slope shift: levels versus first differences (English)
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    author
    Jingjing Yang
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    publication date
    13 July 2012
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    Mathematics Subject Classification ID
    62G05
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    62E20
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    62M99
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    65C60
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    zbMATH DE Number
    6055475
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    zbMATH Keywords
    limiting distribution
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    linear process
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    Pitman drift
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    trend shift
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    OpenAlex ID
    W2102836175
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