Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Year of publication: |
2011
|
---|---|
Authors: | Sun, Yixiao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 345-366
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
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