Estimating and Testing for Multiple Distributional Structural Breaks via a Characteristic Function Approach
Year of publication: |
2020
|
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Authors: | Fu, Zhonghao |
Other Persons: | Hong, Yongmiao (contributor) ; Wang, Xia (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3559941 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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