Nonparametric estimator for the time of a step change in the trend of random walk models with drift

Víctor G. Tercero-Gõmez, María Del Carmen Temblador-Pérez, Mario Beruvides, Alberto Hernández-Luna

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Fingerprint

Dive into the research topics of 'Nonparametric estimator for the time of a step change in the trend of random walk models with drift'. Together they form a unique fingerprint.

Business & Economics

Engineering & Materials Science