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Changepoint estimation for dependent and non-stationary panels. - MaRDI portal

Changepoint estimation for dependent and non-stationary panels. (Q778562)

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scientific article; zbMATH DE number 7217112
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English
Changepoint estimation for dependent and non-stationary panels.
scientific article; zbMATH DE number 7217112

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    Changepoint estimation for dependent and non-stationary panels. (English)
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    2 July 2020
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    panel data
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    changepoint
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    change in means
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    estimation
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    dependence
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    non-stationarity
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    call options
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    non-life insurance
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