Improved confidence sets for the date of a structural break (Q5861031)
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scientific article; zbMATH DE number 7484555
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| default for all languages | No label defined |
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| English | Improved confidence sets for the date of a structural break |
scientific article; zbMATH DE number 7484555 |
Statements
Improved confidence sets for the date of a structural break (English)
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4 March 2022
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break direction
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confidence set
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coverage rate
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0.8640344142913818
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0.85368412733078
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0.8448205590248108
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0.8426296710968018
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