Nonparametric Estimator for the Time of a Step Change in the Trend of Random Walk Models with Drift

✍ Scribed by Víctor G Tercero-Gómez; María del Carmen Temblador-Pérez; Mario Beruvides; Alberto Hernández-Luna

• Book ID: 118286181
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 695 KB
• Volume: 29
• Category: Article
• ISSN: 0748-8017
• DOI: 10.1002/qre.1290