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Testing for structural breaks in time series regressions with heavy-tailed disturbances

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dc.contributor.authorMittnik, S.en_US
dc.contributor.authorRachev, S. T.en_US
dc.contributor.authorSamorodnitsky, G.en_US
dc.date.accessioned2007-11-09T20:41:50Z
dc.date.available2007-11-09T20:41:50Z
dc.date.issued1998-10en_US
dc.description.abstractTesting for structural breaks in time series regressions with heavy-tailed disturbancesen_US
dc.format.extent1374405 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citation1224en_US
dc.identifier.urihttps://hdl.handle.net/1813/9107
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.titleTesting for structural breaks in time series regressions with heavy-tailed disturbancesen_US
dc.typetechnical reporten_US

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