Truncating estimation for the change in stochastic trend with heavy-tailed innovations
| Year of publication: |
2011
|
|---|---|
| Authors: | Qin, Ruibing ; Tian, Zheng ; Jin, Hao |
| Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 1, p. 203-217
|
| Publisher: |
Springer |
| Subject: | Change-point estimation | Stochastic trend | Heavy-tails | Primary 60F17 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925492