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 |
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