Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494)
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scientific article; zbMATH DE number 6085520
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| English | Truncating estimation for the change in stochastic trend with heavy-tailed innovations |
scientific article; zbMATH DE number 6085520 |
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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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0.8367072939872742
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0.836621880531311
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0.804729700088501
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0.7822204828262329
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0.7799674272537231
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