Continuous record Laplace-based inference about the break date in structural change models (Q2043251)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous record Laplace-based inference about the break date in structural change models |
scientific article |
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Continuous record Laplace-based inference about the break date in structural change models (English)
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30 July 2021
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asymptotic distribution
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bias
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break date
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change-point
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generalized Laplace
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infill asymptotics
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semimartingale
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