Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Truncating estimation for the change in stochastic trend with heavy-tailed innovations
scientific article

    Statements

    Truncating estimation for the change in stochastic trend with heavy-tailed innovations (English)
    0 references
    0 references
    0 references
    0 references
    23 September 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    change-point estimation
    0 references
    stochastic trend
    0 references
    heavy-tails
    0 references
    0 references