Project Details
Chinese Project Title
关于重尾巴G-GARCH 噪音线性过程的均值变点的检验与估计----一个修剪最小二乘方法
| Status | Finished |
|---|---|
| Effective start/end date | 1/01/21 → 31/12/23 |
Testing and Estimation of Change-points in the Mean of Linear Processes with Heavy-tailed G-GARCH Noises -- A Trimmed LSE Approach
- LING, Shiqing (PI)
Project: Research