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Statistical Modeling of Stochastic Level Shifts in Time Series

By Trimbur, Thomas M.

Description
Statistical Reference Document

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Book Id: WPLBN0000582248
Format Type: PDF eBook
File Size: 208,345 KB.
Reproduction Date: 2005
Full Text

Title: Statistical Modeling of Stochastic Level Shifts in Time Series  
Author: Trimbur, Thomas M.
Volume:
Language: English
Subject: Government publications, Census., Census report
Collection: U.S. Census Bureau Collection
Subcollection:
Historic
Publication Date:
Publisher: U.S. Census Bureau Department
 
 
Excerpt
Excerpt: Methods are developed for estimating trends in time series subject to level shifts. The approach is based on specifying stochastic models for breaks as part of the model structure, using heavy-tailed densities to allow for a positive probability of such a ...

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