A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392)
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English | A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend |
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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (English)
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13 February 2007
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change-point
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confidence intervals
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shrinking shifts
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bounded trend
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level shift
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simulations
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calibration to empirical time series
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