Change-point estimation of nonstationary \(I(d)\) processes (Q1934679)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6132251
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Change-point estimation of nonstationary \(I(d)\) processes |
scientific article; zbMATH DE number 6132251 |
Statements
Change-point estimation of nonstationary \(I(d)\) processes (English)
0 references
29 January 2013
0 references
least-squares estimator
0 references
spurious change
0 references
0 references
0.8958972096443176
0 references
0.8460462093353271
0 references
0.8457329869270325
0 references
0.8091719150543213
0 references
0.7812071442604065
0 references
