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A bootstrap test for threshold effects in a diffusion process.

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Bibliographic Details
Title: A bootstrap test for threshold effects in a diffusion process.
Authors: Rachinger, Heiko1 (AUTHOR), Lin, Edward M. H.2 (AUTHOR) edmhlin@thu.edu.tw, Tsai, Henghsiu3 (AUTHOR)
Source: Computational Statistics. Jul2024, Vol. 39 Issue 5, p2859-2872. 14p.
Database: Mathematics Source
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ISSN:09434062
DOI:10.1007/s00180-023-01375-z