Truncating estimation for the change in stochastic trend with heavy-tailed innovations

Ruibing Qin (), Zheng Tian () and Hao Jin

Statistical Papers, 2011, vol. 52, issue 1, 203-217

Keywords: Change-point estimation; Stochastic trend; Heavy-tails; Primary 60F17; 60G52; 62M10 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s00362-009-0223-y

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