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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend - MaRDI portal

A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392)

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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
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    A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (English)
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    13 February 2007
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    change-point
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    confidence intervals
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    shrinking shifts
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    bounded trend
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    level shift
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    simulations
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    calibration to empirical time series
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